+43.0%
CIFR vs XLP
+43.9%
-0.9%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.6% | -0.8% | -13.9% | -15.1% |
| 7D | -31.5% | +3.5% | -35.0% | -29.4% |
| 30D | -64.2% | +11.6% | -75.7% | -61.7% |
| 3M | -70.3% | +7.6% | -78.0% | -68.6% |
| 6M | -74.9% | +10.0% | -84.9% | -73.6% |
| YTD | -62.4% | +19.7% | -82.1% | -61.8% |
| 1Y | -77.5% | +23.5% | -101.0% | -77.5% |
| All | +43.0% | +43.9% | -0.9% | -8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling