+70.7%
CIFR vs EXPE
+197.4%
-126.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.7% | -8.0% | -8.4% |
| 7D | +11.3% | -11.5% | +22.8% | +16.0% |
| 30D | +3.5% | -13.1% | +16.6% | +7.9% |
| 3M | -26.6% | +18.1% | -44.8% | -34.1% |
| 6M | +18.1% | +13.3% | +4.8% | +7.4% |
| YTD | +14.5% | -3.2% | +17.7% | +8.6% |
| 1Y | +83.3% | +26.1% | +57.1% | +49.1% |
| 3Y | +461.5% | +151.7% | +309.8% | +222.1% |
| 5Y | +29.3% | +88.3% | -59.0% | -20.3% |
| All | +70.7% | +197.4% | -126.7% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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