-29.5%
CIFR vs EXC
+41.2%
-70.7%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -2.0% | +19.9% | +17.8% |
| 7D | -10.2% | -1.2% | -9.0% | -10.2% |
| 30D | -55.0% | +10.0% | -65.0% | -55.2% |
| 3M | -64.1% | +1.6% | -65.7% | -64.0% |
| 6M | -70.1% | +3.3% | -73.4% | -70.3% |
| YTD | -55.7% | +7.6% | -63.2% | -56.3% |
| 1Y | -69.9% | +3.5% | -73.3% | -70.1% |
| 3Y | +68.7% | +27.7% | +41.0% | +57.3% |
| All | -29.5% | +41.2% | -70.7% | -32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling