-71.1%
CIFR vs EXR
+28.1%
-99.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +3.1% | -23.0% | -18.5% |
| 7D | -26.7% | +11.3% | -38.0% | -23.3% |
| 30D | -58.0% | +21.2% | -79.2% | -55.1% |
| 3M | -68.1% | +8.7% | -76.8% | -66.9% |
| 6M | -63.7% | +18.2% | -81.9% | -63.7% |
| YTD | -56.0% | +27.9% | -83.9% | -55.4% |
| 1Y | -71.1% | +28.3% | -99.4% | -70.6% |
| All | -71.1% | +28.1% | -99.2% | -70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 1y: compounded portfolio wealth divided by compounded EXR 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…
1y analysis · Full analysis span regression · 6 months rolling