+139.8%
CIFR vs EXC
+4.7%
+135.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.7% | +3.6% | +4.5% |
| 7D | +26.7% | +1.2% | +25.5% | +27.1% |
| 30D | +7.7% | -2.7% | +10.5% | +6.5% |
| 3M | -23.8% | -1.0% | -22.8% | -25.4% |
| 6M | +35.9% | -9.3% | +45.2% | +37.6% |
| YTD | +25.4% | +3.6% | +21.8% | +16.2% |
| 1Y | +139.8% | +5.9% | +133.9% | +139.5% |
| All | +139.8% | +4.7% | +135.1% | +139.5% |
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