-27.8%
CIFR vs XHB
+88.7%
-116.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +2.2% |
| 7D | +28.8% | -2.4% | +31.3% | +31.5% |
| 30D | -36.9% | +7.1% | -44.0% | -42.6% |
| 3M | -60.0% | -6.0% | -54.0% | -58.8% |
| 6M | -64.4% | +2.1% | -66.4% | -66.6% |
| YTD | -51.6% | -0.6% | -51.0% | -53.1% |
| 1Y | -58.9% | -3.3% | -55.6% | -59.2% |
| 3Y | +139.9% | +34.1% | +105.8% | +72.4% |
| 5Y | -15.1% | +28.6% | -43.7% | -42.2% |
| All | -27.8% | +88.7% | -116.5% | -55.0% |
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