+79.2%
CIFR vs EXEL
+161.1%
-81.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.2% |
| 7D | +16.9% | +8.4% | +8.6% | +14.6% |
| 30D | -5.2% | +4.1% | -9.3% | -6.3% |
| 3M | -30.6% | +12.4% | -43.0% | -32.9% |
| 6M | +10.6% | +41.5% | -30.9% | +0.5% |
| YTD | +20.2% | +34.6% | -14.4% | +10.3% |
| 1Y | +139.7% | +57.9% | +81.9% | +110.6% |
| 3Y | +489.4% | +159.5% | +329.9% | +351.7% |
| 5Y | +54.4% | +198.5% | -144.1% | +14.7% |
| All | +79.2% | +161.1% | -81.9% | +32.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling