-30.4%
CIFR vs EXE
+163.0%
-193.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | +28.8% | +3.6% | +25.3% | +27.9% |
| 30D | -36.9% | -4.3% | -32.6% | -36.3% |
| 3M | -60.0% | -7.7% | -52.3% | -59.5% |
| 6M | -64.4% | -7.2% | -57.1% | -64.1% |
| YTD | -51.6% | -18.5% | -33.0% | -50.2% |
| 1Y | -58.9% | -24.4% | -34.5% | -56.6% |
| 3Y | +139.9% | +21.6% | +118.4% | +128.6% |
| 5Y | -15.1% | +77.3% | -92.4% | -27.9% |
| All | -30.4% | +163.0% | -193.4% | -39.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling