-31.2%
CIFR vs EXR
+76.6%
-107.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.4% | +3.9% |
| 7D | -0.7% | +2.7% | -3.4% | -1.6% |
| 30D | -49.6% | +18.9% | -68.6% | -52.3% |
| 3M | -60.4% | +8.4% | -68.7% | -61.5% |
| 6M | -66.9% | +14.3% | -81.2% | -68.7% |
| YTD | -53.9% | +27.2% | -81.1% | -58.1% |
| 1Y | -67.1% | +25.9% | -93.0% | -70.1% |
| 3Y | +118.3% | +54.6% | +63.6% | +81.2% |
| 5Y | -26.9% | -0.6% | -26.3% | -29.8% |
| All | -31.2% | +76.6% | -107.8% | -32.7% |
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