+70.2%
CIFR vs XHB
+82.4%
-12.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.6% | +4.1% | +4.1% |
| 7D | -5.0% | -4.6% | -0.4% | -0.4% |
| 30D | -5.7% | -9.1% | +3.4% | +3.5% |
| 3M | -25.5% | -8.6% | -17.0% | -20.2% |
| 6M | +19.4% | -4.0% | +23.4% | +23.9% |
| YTD | +14.2% | -3.9% | +18.1% | +17.6% |
| 1Y | +69.0% | -16.5% | +85.5% | +98.5% |
| 3Y | +503.9% | +22.6% | +481.4% | +387.8% |
| 5Y | +27.7% | +33.9% | -6.3% | -9.9% |
| All | +70.2% | +82.4% | -12.2% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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