-66.8%
CIFR vs EXPD
+39.4%
-106.2%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.1% |
| 7D | -19.6% | -7.4% | -12.2% | -19.6% |
| 30D | -51.7% | -2.1% | -49.6% | -51.3% |
| 3M | -60.0% | +5.7% | -65.7% | -59.1% |
| 6M | -68.2% | +21.4% | -89.6% | -67.8% |
| YTD | -55.8% | +27.6% | -83.4% | -60.7% |
| 1Y | -66.8% | +36.1% | -102.9% | -71.9% |
| All | -66.8% | +39.4% | -106.2% | -71.9% |
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