-71.1%
CIFR vs XLP
+24.3%
-95.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +3.4% | -23.3% | -12.9% |
| 7D | -26.7% | +5.9% | -32.6% | -16.1% |
| 30D | -58.0% | +13.5% | -71.5% | -45.6% |
| 3M | -68.1% | +8.4% | -76.5% | -61.1% |
| 6M | -63.7% | +11.5% | -75.2% | -54.8% |
| YTD | -56.0% | +20.6% | -76.6% | -43.8% |
| 1Y | -71.1% | +24.3% | -95.4% | -63.8% |
| All | -71.1% | +24.3% | -95.4% | -63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded XLP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling