+70.2%
CIFR vs XEL
+25.5%
+44.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.1% | +5.6% | +5.7% |
| 7D | -5.0% | -0.3% | -4.7% | -4.9% |
| 30D | -5.7% | -3.9% | -1.8% | -4.8% |
| 3M | -25.5% | -2.8% | -22.7% | -25.2% |
| 6M | +19.4% | -5.4% | +24.8% | +20.6% |
| YTD | +14.2% | +3.8% | +10.4% | +13.0% |
| 1Y | +69.0% | +6.8% | +62.2% | +66.7% |
| 3Y | +503.9% | +45.6% | +458.4% | +466.6% |
| 5Y | +27.7% | +30.7% | -3.0% | +19.7% |
| All | +70.2% | +25.5% | +44.7% | +56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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