-25.3%
CIFR vs XLP
+42.9%
-68.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.3% | -4.1% |
| 7D | -19.6% | +2.3% | -21.9% | -19.3% |
| 30D | -51.7% | +9.1% | -60.8% | -51.9% |
| 3M | -60.0% | +7.9% | -67.9% | -60.2% |
| 6M | -68.2% | +9.6% | -77.8% | -69.0% |
| YTD | -55.8% | +19.4% | -75.2% | -58.9% |
| 1Y | -66.8% | +22.4% | -89.1% | -69.6% |
| 3Y | +119.1% | +43.2% | +75.9% | +74.7% |
| 5Y | -25.3% | +42.6% | -67.9% | -32.8% |
| All | -25.3% | +42.9% | -68.1% | -32.8% |
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 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