-54.1%
CIFR vs XLP
+22.7%
-76.8%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.4% | -5.5% | -1.0% |
| 7D | +4.8% | +2.5% | +2.3% | +10.5% |
| 30D | -31.0% | +7.3% | -38.3% | -18.1% |
| 3M | -58.7% | +8.1% | -66.8% | -49.6% |
| 6M | -67.7% | +10.5% | -78.2% | -59.0% |
| YTD | -53.5% | +21.2% | -74.7% | -39.3% |
| 1Y | -54.1% | +22.7% | -76.8% | -39.9% |
| All | -54.1% | +22.7% | -76.8% | -39.9% |
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 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