-21.0%
CIFR vs XLP
+44.5%
-65.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.4% | -5.5% | -3.9% |
| 7D | +4.8% | +2.5% | +2.3% | +5.1% |
| 30D | -31.0% | +7.3% | -38.3% | -30.9% |
| 3M | -58.7% | +8.1% | -66.8% | -58.7% |
| 6M | -67.7% | +10.5% | -78.2% | -68.4% |
| YTD | -53.5% | +21.2% | -74.7% | -56.7% |
| 1Y | -54.1% | +22.7% | -76.8% | -57.6% |
| 3Y | +138.2% | +44.8% | +93.4% | +90.8% |
| All | -21.0% | +44.5% | -65.4% | -28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling