-74.9%
CIFR vs XLP
+10.8%
-85.7%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.6% | -0.8% | -13.9% | -17.4% |
| 7D | -31.5% | +3.5% | -35.0% | -19.8% |
| 30D | -64.2% | +11.6% | -75.7% | -43.9% |
| 3M | -70.3% | +7.6% | -78.0% | -58.9% |
| 6M | -74.9% | +10.0% | -84.9% | -59.6% |
| All | -74.9% | +10.8% | -85.7% | -59.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling