+64.4%
CIFR vs EXE
+187.5%
-123.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.6% | -7.1% | -8.4% |
| 7D | +11.3% | -2.7% | +14.0% | +12.0% |
| 30D | +3.5% | -0.4% | +3.9% | +3.5% |
| 3M | -26.6% | +9.5% | -36.1% | -28.3% |
| 6M | +18.1% | -9.3% | +27.4% | +20.3% |
| YTD | +14.5% | -10.9% | +25.4% | +15.9% |
| 1Y | +83.3% | +4.3% | +79.0% | +78.6% |
| 3Y | +461.5% | +18.8% | +442.7% | +432.5% |
| 5Y | +29.3% | +101.4% | -72.1% | +10.6% |
| All | +64.4% | +187.5% | -123.1% | +41.9% |
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