+139.7%
CIFR vs EXE
+3.1%
+136.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.1% |
| 7D | +16.9% | -0.3% | +17.2% | +16.9% |
| 30D | -5.2% | +8.5% | -13.6% | -5.2% |
| 3M | -30.6% | +5.5% | -36.0% | -30.2% |
| 6M | +10.6% | -5.9% | +16.5% | +13.8% |
| YTD | +20.2% | -9.7% | +29.9% | +24.4% |
| 1Y | +139.7% | +3.6% | +136.2% | +140.6% |
| All | +139.7% | +3.1% | +136.7% | +140.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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