+505.7%
CIFR vs XHB
+24.0%
+481.7%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.5% | -7.2% | -7.2% |
| 7D | +11.3% | -1.9% | +13.2% | +13.7% |
| 30D | +3.5% | -8.3% | +11.8% | +12.7% |
| 3M | -26.6% | -7.1% | -19.5% | -22.4% |
| 6M | +18.1% | -5.3% | +23.4% | +23.5% |
| YTD | +14.5% | -3.2% | +17.7% | +16.1% |
| 1Y | +83.3% | -13.9% | +97.2% | +108.7% |
| All | +505.7% | +24.0% | +481.7% | +350.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling