-69.9%
CIFR vs XLP
+22.3%
-92.1%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -1.3% | +19.2% | +15.2% |
| 7D | -10.2% | +0.7% | -11.0% | -6.7% |
| 30D | -55.0% | +10.3% | -65.3% | -44.6% |
| 3M | -64.1% | +6.5% | -70.6% | -57.7% |
| 6M | -70.1% | +8.4% | -78.5% | -64.1% |
| YTD | -55.7% | +18.2% | -73.9% | -44.6% |
| 1Y | -69.9% | +22.4% | -92.3% | -61.8% |
| All | -69.9% | +22.3% | -92.1% | -61.8% |
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