+70.7%
CIFR vs EXEL
+158.1%
-87.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +1.1% | -9.8% | -9.0% |
| 7D | +11.3% | -0.3% | +11.7% | +11.4% |
| 30D | +3.5% | +10.1% | -6.6% | +0.9% |
| 3M | -26.6% | +10.1% | -36.7% | -28.7% |
| 6M | +18.1% | +37.7% | -19.6% | +8.0% |
| YTD | +14.5% | +33.1% | -18.6% | +5.3% |
| 1Y | +83.3% | +52.4% | +30.9% | +62.3% |
| 3Y | +461.5% | +163.8% | +297.6% | +329.4% |
| 5Y | +29.3% | +198.5% | -169.2% | -3.8% |
| All | +70.7% | +158.1% | -87.4% | +26.1% |
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