-31.2%
CIFR vs XLP
+61.5%
-92.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.9% | +3.1% | +4.1% |
| 7D | -0.7% | +0.1% | -0.8% | -0.6% |
| 30D | -49.6% | +8.9% | -58.6% | -50.0% |
| 3M | -60.4% | +7.5% | -67.8% | -60.7% |
| 6M | -66.9% | +9.4% | -76.3% | -67.8% |
| YTD | -53.9% | +19.3% | -73.1% | -57.1% |
| 1Y | -67.1% | +21.7% | -88.8% | -69.8% |
| 3Y | +118.3% | +44.0% | +74.3% | +76.5% |
| 5Y | -26.9% | +42.8% | -69.6% | -38.8% |
| All | -31.2% | +61.5% | -92.7% | -45.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling