+139.7%
CIFR vs EXC
+2.6%
+137.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.0% | +4.1% | +1.6% |
| 7D | +16.9% | -0.7% | +17.6% | +16.7% |
| 30D | -5.2% | -4.6% | -0.6% | -6.8% |
| 3M | -30.6% | -2.2% | -28.3% | -32.5% |
| 6M | +10.6% | -10.6% | +21.2% | +11.3% |
| YTD | +20.2% | +1.9% | +18.3% | +11.1% |
| 1Y | +139.7% | +3.4% | +136.3% | +140.2% |
| All | +139.7% | +2.6% | +137.2% | +140.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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