-71.1%
CIFR vs XLRE
+14.1%
-85.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +3.3% | -23.3% | -19.2% |
| 7D | -26.7% | +7.1% | -33.8% | -26.4% |
| 30D | -58.0% | +10.9% | -69.0% | -58.4% |
| 3M | -68.1% | +0.7% | -68.8% | -67.7% |
| 6M | -63.7% | +4.1% | -67.8% | -65.2% |
| YTD | -56.0% | +14.5% | -70.5% | -63.6% |
| 1Y | -71.1% | +14.1% | -85.2% | -75.9% |
| All | -71.1% | +14.1% | -85.3% | -75.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 1y: compounded portfolio wealth divided by compounded XLRE 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…
1y analysis · Full analysis span regression · 6 months rolling