+52.1%
CIFR vs EXEL
+195.7%
-143.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.3% | +6.6% | +5.0% |
| 7D | +26.7% | +1.4% | +25.3% | +26.2% |
| 30D | +7.7% | +6.7% | +1.1% | +5.6% |
| 3M | -23.8% | +11.5% | -35.3% | -26.7% |
| 6M | +35.9% | +38.8% | -2.9% | +21.9% |
| YTD | +25.4% | +31.6% | -6.2% | +13.8% |
| 1Y | +139.8% | +53.0% | +86.8% | +106.8% |
| 3Y | +515.0% | +160.8% | +354.1% | +335.9% |
| 5Y | +52.1% | +190.1% | -138.0% | +4.9% |
| All | +52.1% | +195.7% | -143.6% | +4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling