+61.0%
CIFR vs XLV
+70.5%
-9.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.6% | -5.1% | -5.3% |
| 7D | -8.2% | -4.4% | -3.8% | -5.1% |
| 30D | -7.4% | -1.4% | -6.0% | -7.2% |
| 3M | -24.2% | +8.9% | -33.0% | -32.4% |
| 6M | +14.2% | +9.1% | +5.1% | +1.8% |
| YTD | +8.0% | +7.9% | +0.1% | -3.4% |
| 1Y | +55.5% | +22.7% | +32.8% | +19.9% |
| 3Y | +429.6% | +31.9% | +397.7% | +288.7% |
| 5Y | +20.8% | +34.9% | -14.1% | -14.5% |
| All | +61.0% | +70.5% | -9.5% | +6.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling