+26.9%
CIFR vs XLY
+28.1%
-1.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.9% | +4.8% | +4.0% |
| 7D | -5.0% | -1.7% | -3.3% | -1.7% |
| 30D | -5.7% | -4.2% | -1.5% | +1.4% |
| 3M | -25.5% | -2.7% | -22.9% | -24.0% |
| 6M | +19.4% | -0.6% | +20.1% | +20.0% |
| YTD | +14.2% | -5.0% | +19.2% | +25.9% |
| 1Y | +69.0% | -4.1% | +73.1% | +85.6% |
| 3Y | +503.9% | +33.6% | +470.3% | +313.3% |
| All | +26.9% | +28.1% | -1.3% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 XLY 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