+79.2%
CIFR vs XHB
+91.3%
-12.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.2% | +1.2% |
| 7D | +16.9% | -1.3% | +18.2% | +18.6% |
| 30D | -5.2% | -6.9% | +1.7% | +1.4% |
| 3M | -30.6% | -1.3% | -29.3% | -31.1% |
| 6M | +10.6% | -6.8% | +17.4% | +18.3% |
| YTD | +20.2% | +0.7% | +19.5% | +18.1% |
| 1Y | +139.7% | -11.2% | +151.0% | +162.8% |
| 3Y | +489.4% | +25.3% | +464.0% | +363.7% |
| 5Y | +54.4% | +37.3% | +17.1% | +4.0% |
| All | +79.2% | +91.3% | -12.1% | +13.2% |
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