-28.2%
CIFR vs XLP
+62.5%
-90.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +0.5% | +8.4% | +8.9% |
| 7D | +9.4% | -0.5% | +9.9% | +9.4% |
| 30D | -45.3% | +8.3% | -53.6% | -45.6% |
| 3M | -58.7% | +8.7% | -67.4% | -59.1% |
| 6M | -64.9% | +11.2% | -76.1% | -66.1% |
| YTD | -51.8% | +20.0% | -71.8% | -55.2% |
| 1Y | -61.9% | +21.3% | -83.3% | -64.9% |
| 3Y | +138.6% | +43.8% | +94.7% | +93.9% |
| 5Y | -13.0% | +43.3% | -56.3% | -27.2% |
| All | -28.2% | +62.5% | -90.7% | -43.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling