+55.5%
CIFR vs XME
+37.7%
+17.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -3.7% | -2.0% | -0.4% |
| 7D | -8.2% | -3.0% | -5.2% | -3.9% |
| 30D | -7.4% | -2.6% | -4.8% | -3.7% |
| 3M | -24.2% | +2.2% | -26.3% | -27.5% |
| 6M | +14.2% | +0.7% | +13.5% | +12.4% |
| YTD | +8.0% | +10.9% | -2.9% | -5.5% |
| 1Y | +55.5% | +35.7% | +19.8% | +45.6% |
| All | +55.5% | +37.7% | +17.8% | +45.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling