+61.0%
CIFR vs XME
+381.3%
-320.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -3.7% | -2.0% | -2.1% |
| 7D | -8.2% | -3.0% | -5.2% | -5.3% |
| 30D | -7.4% | -2.6% | -4.8% | -4.7% |
| 3M | -24.2% | +2.2% | -26.3% | -25.6% |
| 6M | +14.2% | +0.7% | +13.5% | +15.7% |
| YTD | +8.0% | +10.9% | -2.9% | +2.6% |
| 1Y | +55.5% | +35.7% | +19.8% | +26.5% |
| 3Y | +429.6% | +127.1% | +302.4% | +219.4% |
| 5Y | +20.8% | +168.5% | -147.7% | -28.2% |
| All | +61.0% | +381.3% | -320.2% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded XME 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling