+119.1%
CIFR vs EXPD
+71.7%
+47.4%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.0% |
| 7D | -19.6% | -7.4% | -12.2% | -16.7% |
| 30D | -51.7% | -2.1% | -49.6% | -50.9% |
| 3M | -60.0% | +5.7% | -65.7% | -60.6% |
| 6M | -68.2% | +21.4% | -89.6% | -71.0% |
| YTD | -55.8% | +27.6% | -83.4% | -62.1% |
| 1Y | -66.8% | +36.1% | -102.9% | -72.7% |
| 3Y | +119.1% | +69.9% | +49.3% | +40.1% |
| All | +119.1% | +71.7% | +47.4% | +40.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling