+70.7%
CIFR vs XME
+399.8%
-329.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.6% | -8.1% | -8.1% |
| 7D | +11.3% | -0.2% | +11.6% | +11.5% |
| 30D | +3.5% | +1.4% | +2.1% | +2.3% |
| 3M | -26.6% | +2.7% | -29.4% | -28.4% |
| 6M | +18.1% | +6.5% | +11.6% | +13.2% |
| YTD | +14.5% | +15.2% | -0.7% | +4.7% |
| 1Y | +83.3% | +43.5% | +39.8% | +41.6% |
| 3Y | +461.5% | +135.9% | +325.6% | +226.2% |
| 5Y | +29.3% | +181.5% | -152.1% | -26.0% |
| All | +70.7% | +399.8% | -329.1% | -6.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling