-59.1%
CIFR vs XLP
+21.3%
-80.3%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +0.5% | +8.4% | +9.9% |
| 7D | +9.4% | -0.5% | +9.9% | +8.1% |
| 30D | -45.3% | +8.3% | -53.6% | -34.2% |
| 3M | -58.7% | +8.7% | -67.4% | -49.6% |
| 6M | -64.9% | +11.2% | -76.1% | -57.0% |
| YTD | -51.8% | +20.0% | -71.8% | -39.2% |
| All | -59.1% | +21.3% | -80.3% | -49.2% |
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