-31.2%
CIFR vs EXPD
+117.5%
-148.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.7% | +1.4% | +2.5% |
| 7D | -0.7% | -5.5% | +4.7% | +3.4% |
| 30D | -49.6% | -1.9% | -47.7% | -48.7% |
| 3M | -60.4% | +6.1% | -66.4% | -61.5% |
| 6M | -66.9% | +21.6% | -88.5% | -71.1% |
| YTD | -53.9% | +27.9% | -81.8% | -62.4% |
| 1Y | -67.1% | +39.4% | -106.5% | -74.9% |
| 3Y | +118.3% | +72.7% | +45.6% | +38.7% |
| 5Y | -26.9% | +60.3% | -87.2% | -53.1% |
| All | -31.2% | +117.5% | -148.7% | -60.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling