+118.3%
CIFR vs EXPE
+125.5%
-7.2%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.1% | +4.1% |
| 7D | -0.7% | -13.3% | +12.6% | +1.4% |
| 30D | -49.6% | -5.5% | -44.1% | -49.7% |
| 3M | -60.4% | -16.5% | -43.9% | -59.6% |
| 6M | -66.9% | +13.1% | -80.0% | -70.0% |
| YTD | -53.9% | -8.0% | -45.9% | -55.9% |
| 1Y | -67.1% | +1.1% | -68.2% | -70.0% |
| 3Y | +118.3% | +131.2% | -12.9% | +31.7% |
| All | +118.3% | +125.5% | -7.2% | +31.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling