+70.7%
CIFR vs XEL
+26.6%
+44.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.9% | -7.8% | -8.5% |
| 7D | +11.3% | +0.9% | +10.4% | +11.2% |
| 30D | +3.5% | -0.9% | +4.4% | +3.8% |
| 3M | -26.6% | -1.4% | -25.2% | -26.6% |
| 6M | +18.1% | -5.8% | +23.9% | +19.4% |
| YTD | +14.5% | +4.7% | +9.8% | +13.1% |
| 1Y | +83.3% | +9.1% | +74.2% | +79.9% |
| 3Y | +461.5% | +47.8% | +413.6% | +424.8% |
| 5Y | +29.3% | +29.0% | +0.3% | +21.0% |
| All | +70.7% | +26.6% | +44.1% | +56.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling