+487.4%
CIFR vs XLP
+27.4%
+460.0%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.0% |
| 7D | +16.9% | -1.0% | +18.0% | +16.8% |
| 30D | -5.2% | -0.9% | -4.3% | -5.3% |
| 3M | -30.6% | +3.8% | -34.4% | -32.8% |
| 6M | +10.6% | -1.7% | +12.3% | +10.4% |
| YTD | +20.2% | +10.3% | +9.9% | +12.4% |
| 1Y | +139.7% | +7.8% | +131.9% | +127.6% |
| All | +487.4% | +27.4% | +460.0% | +220.4% |
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