-28.2%
CIFR vs EXEL
+212.8%
-241.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +0.2% | +8.7% | +8.8% |
| 7D | +9.4% | -2.8% | +12.2% | +10.4% |
| 30D | -45.3% | +18.2% | -63.5% | -47.3% |
| 3M | -58.7% | +37.7% | -96.4% | -61.8% |
| 6M | -64.9% | +42.2% | -107.2% | -68.0% |
| YTD | -51.8% | +61.3% | -113.1% | -57.6% |
| 1Y | -61.9% | +64.5% | -126.4% | -66.6% |
| 3Y | +138.6% | +236.7% | -98.1% | +73.2% |
| 5Y | -13.0% | +296.3% | -309.3% | -38.4% |
| All | -28.2% | +212.8% | -241.0% | -49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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