-33.9%
CIFR vs XLP
+60.1%
-94.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -1.3% | +19.2% | +17.9% |
| 7D | -10.2% | +0.7% | -11.0% | -10.2% |
| 30D | -55.0% | +10.3% | -65.3% | -55.6% |
| 3M | -64.1% | +6.5% | -70.6% | -64.4% |
| 6M | -70.1% | +8.4% | -78.5% | -71.0% |
| YTD | -55.7% | +18.2% | -73.9% | -58.8% |
| 1Y | -69.9% | +22.4% | -92.3% | -72.6% |
| 3Y | +68.7% | +41.9% | +26.8% | +36.9% |
| 5Y | -26.2% | +40.9% | -67.1% | -38.2% |
| All | -33.9% | +60.1% | -94.0% | -47.9% |
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