+26.9%
CIFR vs XLV
+33.9%
-7.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.2% | +5.9% | +5.9% |
| 7D | -5.0% | -3.6% | -1.5% | -2.2% |
| 30D | -5.7% | -1.8% | -3.9% | -5.1% |
| 3M | -25.5% | +7.8% | -33.3% | -33.9% |
| 6M | +19.4% | +9.1% | +10.3% | +4.8% |
| YTD | +14.2% | +7.7% | +6.4% | +0.8% |
| 1Y | +69.0% | +20.4% | +48.6% | +28.7% |
| 3Y | +503.9% | +30.8% | +473.2% | +323.5% |
| All | +26.9% | +33.9% | -7.0% | -22.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling