+68.7%
CIFR vs EXC
+26.3%
+42.4%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -2.0% | +19.9% | +17.1% |
| 7D | -10.2% | -1.2% | -9.0% | -10.3% |
| 30D | -55.0% | +10.0% | -65.0% | -53.4% |
| 3M | -64.1% | +1.6% | -65.7% | -63.6% |
| 6M | -70.1% | +3.3% | -73.4% | -69.7% |
| YTD | -55.7% | +7.6% | -63.2% | -54.7% |
| 1Y | -69.9% | +3.5% | -73.3% | -69.2% |
| 3Y | +68.7% | +27.7% | +41.0% | +64.6% |
| All | +68.7% | +26.3% | +42.4% | +64.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling