-58.7%
CIFR vs XME
-17.4%
-41.3%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +0.7% | +8.2% | +7.8% |
| 7D | +9.4% | +1.5% | +7.9% | +7.2% |
| 30D | -45.3% | -7.3% | -38.0% | -39.0% |
| 3M | -58.7% | -17.4% | -41.3% | -47.6% |
| All | -58.7% | -17.4% | -41.3% | -47.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling