+79.2%
CIFR vs EXPE
+225.2%
-146.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.7% | +3.8% | +2.7% |
| 7D | +16.9% | -9.5% | +26.5% | +21.2% |
| 30D | -5.2% | -6.6% | +1.4% | -3.4% |
| 3M | -30.6% | +31.4% | -61.9% | -40.0% |
| 6M | +10.6% | +35.2% | -24.6% | -6.8% |
| YTD | +20.2% | +5.8% | +14.4% | +10.7% |
| 1Y | +139.7% | +38.7% | +101.1% | +88.8% |
| 3Y | +489.4% | +175.8% | +313.6% | +227.5% |
| 5Y | +54.4% | +111.8% | -57.4% | -7.7% |
| All | +79.2% | +225.2% | -146.0% | +7.4% |
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 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