+87.0%
CIFR vs EXC
+80.7%
+6.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.7% | +3.6% | +4.3% |
| 7D | +26.7% | +1.2% | +25.5% | +26.6% |
| 30D | +7.7% | -2.7% | +10.5% | +8.0% |
| 3M | -23.8% | -1.0% | -22.8% | -24.1% |
| 6M | +35.9% | -9.3% | +45.2% | +37.0% |
| YTD | +25.4% | +3.6% | +21.8% | +23.6% |
| 1Y | +139.8% | +5.9% | +133.9% | +136.4% |
| 3Y | +515.0% | +21.3% | +493.7% | +476.6% |
| 5Y | +52.1% | +46.2% | +5.9% | +36.3% |
| All | +87.0% | +80.7% | +6.3% | +66.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling