+515.0%
CIFR vs EXE
+21.0%
+494.0%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.1% | +4.2% |
| 7D | +26.7% | -1.8% | +28.5% | +27.7% |
| 30D | +7.7% | +6.4% | +1.3% | +4.2% |
| 3M | -23.8% | +9.2% | -33.0% | -27.5% |
| 6M | +35.9% | -7.0% | +42.9% | +40.2% |
| YTD | +25.4% | -9.5% | +34.9% | +27.8% |
| 1Y | +139.8% | +6.2% | +133.5% | +116.6% |
| 3Y | +515.0% | +20.7% | +494.2% | +398.5% |
| All | +515.0% | +21.0% | +494.0% | +398.5% |
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