-71.1%
CIFR vs EXPD
+53.8%
-124.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | -3.2% | -16.7% | -20.0% |
| 7D | -26.7% | +0.3% | -27.0% | -26.5% |
| 30D | -58.0% | +1.8% | -59.8% | -57.7% |
| 3M | -68.1% | +8.9% | -77.0% | -67.6% |
| 6M | -63.7% | +42.2% | -105.9% | -64.5% |
| YTD | -56.0% | +33.4% | -89.3% | -61.6% |
| 1Y | -71.1% | +47.2% | -118.3% | -77.9% |
| All | -71.1% | +53.8% | -124.9% | -77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 1y: compounded portfolio wealth divided by compounded EXPD 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…
1y analysis · Full analysis span regression · 6 months rolling