+61.0%
CIFR vs XLY
+54.4%
+6.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.4% | -5.2% | -4.9% |
| 7D | -8.2% | -3.9% | -4.4% | -1.7% |
| 30D | -7.4% | -6.1% | -1.3% | +2.5% |
| 3M | -24.2% | -1.2% | -23.0% | -24.7% |
| 6M | +14.2% | -1.8% | +16.0% | +17.3% |
| YTD | +8.0% | -5.9% | +13.9% | +20.4% |
| 1Y | +55.5% | -3.1% | +58.6% | +66.8% |
| 3Y | +429.6% | +36.0% | +393.6% | +272.0% |
| 5Y | +20.8% | +27.6% | -6.8% | -0.9% |
| All | +61.0% | +54.4% | +6.6% | +25.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling