+119.1%
CIFR vs EXE
+18.1%
+101.0%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.3% | -6.4% | -5.0% |
| 7D | -19.6% | -2.2% | -17.4% | -18.7% |
| 30D | -51.7% | -0.3% | -51.4% | -51.6% |
| 3M | -60.0% | -9.3% | -50.7% | -58.7% |
| 6M | -68.2% | -7.2% | -61.0% | -67.8% |
| YTD | -55.8% | -18.9% | -36.8% | -53.1% |
| 1Y | -66.8% | -21.7% | -45.1% | -63.7% |
| 3Y | +119.1% | +21.0% | +98.1% | +70.0% |
| All | +119.1% | +18.1% | +101.0% | +70.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling