+138.2%
CIFR vs EXR
+53.5%
+84.7%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.2% | -4.1% |
| 7D | +4.8% | -0.4% | +5.2% | +4.9% |
| 30D | -31.0% | +18.2% | -49.2% | -33.9% |
| 3M | -58.7% | +7.3% | -66.1% | -59.5% |
| 6M | -67.7% | +13.8% | -81.5% | -69.4% |
| YTD | -53.5% | +25.9% | -79.5% | -57.7% |
| 1Y | -54.1% | +25.8% | -79.9% | -58.3% |
| 3Y | +138.2% | +53.7% | +84.5% | +81.4% |
| All | +138.2% | +53.5% | +84.7% | +81.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling