-30.7%
CIFR vs XHB
+90.1%
-120.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.7% | -4.8% | -4.7% |
| 7D | +4.8% | -0.2% | +5.0% | +5.0% |
| 30D | -31.0% | +9.9% | -40.9% | -39.0% |
| 3M | -58.7% | -6.3% | -52.4% | -57.3% |
| 6M | -67.7% | +3.8% | -71.6% | -70.2% |
| YTD | -53.5% | +0.1% | -53.7% | -55.3% |
| 1Y | -54.1% | -0.8% | -53.2% | -55.7% |
| 3Y | +138.2% | +35.6% | +102.6% | +69.3% |
| 5Y | -18.5% | +29.6% | -48.1% | -44.9% |
| All | -30.7% | +90.1% | -120.8% | -57.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling