+138.2%
CIFR vs XEL
+53.0%
+85.2%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.2% | -4.1% |
| 7D | +4.8% | +2.4% | +2.4% | +4.6% |
| 30D | -31.0% | +8.3% | -39.3% | -31.7% |
| 3M | -58.7% | +4.2% | -62.9% | -58.9% |
| 6M | -67.7% | +3.7% | -71.4% | -67.9% |
| YTD | -53.5% | +13.1% | -66.6% | -54.4% |
| 1Y | -54.1% | +5.0% | -59.1% | -54.3% |
| 3Y | +138.2% | +55.0% | +83.2% | +184.8% |
| All | +138.2% | +53.0% | +85.2% | +184.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling