-31.2%
CIFR vs EXEL
+217.4%
-248.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.1% | +0.9% | +3.3% |
| 7D | -0.7% | +2.3% | -3.0% | -1.0% |
| 30D | -49.6% | +19.8% | -69.5% | -51.7% |
| 3M | -60.4% | +32.7% | -93.0% | -63.0% |
| 6M | -66.9% | +49.0% | -115.8% | -70.1% |
| YTD | -53.9% | +63.7% | -117.5% | -59.6% |
| 1Y | -67.1% | +75.8% | -142.9% | -71.7% |
| 3Y | +118.3% | +241.3% | -123.0% | +57.9% |
| 5Y | -26.9% | +289.0% | -315.9% | -48.3% |
| All | -31.2% | +217.4% | -248.6% | -51.6% |
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