-28.2%
CIFR vs EXPE
+183.5%
-211.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +2.4% | +6.5% | +8.1% |
| 7D | +9.4% | -17.8% | +27.1% | +16.6% |
| 30D | -45.3% | -3.2% | -42.1% | -45.9% |
| 3M | -58.7% | -19.0% | -39.7% | -57.0% |
| 6M | -64.9% | +17.7% | -82.7% | -69.5% |
| YTD | -51.8% | -7.8% | -44.1% | -54.8% |
| 1Y | -61.9% | -1.4% | -60.6% | -65.6% |
| 3Y | +138.6% | +121.9% | +16.7% | +41.0% |
| 5Y | -13.0% | +44.3% | -57.2% | -46.6% |
| All | -28.2% | +183.5% | -211.6% | -56.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling