-27.8%
CIFR vs XLP
+61.8%
-89.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.5% |
| 7D | +28.8% | -0.2% | +29.0% | +28.8% |
| 30D | -36.9% | +8.2% | -45.1% | -37.4% |
| 3M | -60.0% | +7.7% | -67.7% | -60.3% |
| 6M | -64.4% | +9.3% | -73.7% | -65.3% |
| YTD | -51.6% | +19.5% | -71.0% | -55.0% |
| 1Y | -58.9% | +21.0% | -79.9% | -62.1% |
| 3Y | +139.9% | +43.2% | +96.7% | +94.9% |
| 5Y | -15.1% | +42.7% | -57.8% | -28.9% |
| All | -27.8% | +61.8% | -89.6% | -43.0% |
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