+52.1%
CIFR vs EXPE
+89.5%
-37.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -7.9% | +12.2% | +7.6% |
| 7D | +26.7% | -9.8% | +36.4% | +31.7% |
| 30D | +7.7% | -11.5% | +19.2% | +12.1% |
| 3M | -23.8% | +21.7% | -45.5% | -33.9% |
| 6M | +35.9% | +10.4% | +25.5% | +22.8% |
| YTD | +25.4% | -2.5% | +27.9% | +17.3% |
| 1Y | +139.8% | +27.3% | +112.4% | +85.9% |
| 3Y | +515.0% | +153.5% | +361.4% | +203.5% |
| 5Y | +52.1% | +91.1% | -39.0% | -0.7% |
| All | +52.1% | +89.5% | -37.4% | -0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling