-34.0%
CIFR vs XLP
+61.8%
-95.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.3% | -4.1% |
| 7D | -19.6% | +2.3% | -21.9% | -19.5% |
| 30D | -51.7% | +9.1% | -60.8% | -52.1% |
| 3M | -60.0% | +7.9% | -67.9% | -60.4% |
| 6M | -68.2% | +9.6% | -77.8% | -69.1% |
| YTD | -55.8% | +19.4% | -75.2% | -58.9% |
| 1Y | -66.8% | +22.4% | -89.1% | -69.6% |
| 3Y | +119.1% | +43.2% | +75.9% | +78.0% |
| 5Y | -25.3% | +42.6% | -67.9% | -37.5% |
| All | -34.0% | +61.8% | -95.8% | -48.0% |
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