+139.7%
CIFR vs XLV
+27.5%
+112.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.2% | +1.4% |
| 7D | +16.9% | +0.2% | +16.8% | +17.1% |
| 30D | -5.2% | +4.4% | -9.6% | -2.6% |
| 3M | -30.6% | +13.2% | -43.8% | -29.8% |
| 6M | +10.6% | +10.1% | +0.5% | +7.6% |
| YTD | +20.2% | +11.7% | +8.5% | +17.3% |
| 1Y | +139.7% | +26.9% | +112.8% | +138.2% |
| All | +139.7% | +27.5% | +112.2% | +138.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLV.
Daily Out/Under-Performance
Portfolio return minus XLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLV 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 XLV 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