+87.0%
CIFR vs EXR
+51.6%
+35.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.4% | +4.4% |
| 7D | +26.7% | -0.7% | +27.4% | +27.0% |
| 30D | +7.7% | -6.9% | +14.7% | +10.0% |
| 3M | -23.8% | -3.0% | -20.8% | -24.2% |
| 6M | +35.9% | -2.9% | +38.8% | +35.3% |
| YTD | +25.4% | +9.3% | +16.1% | +19.6% |
| 1Y | +139.8% | -0.9% | +140.7% | +135.7% |
| 3Y | +515.0% | +24.7% | +490.3% | +448.5% |
| 5Y | +52.1% | -11.7% | +63.8% | +52.3% |
| All | +87.0% | +51.6% | +35.3% | +92.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling