-13.0%
CIFR vs XME
+120.6%
-133.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +0.7% | +8.2% | +8.1% |
| 7D | +9.4% | +1.5% | +7.9% | +8.5% |
| 30D | -45.3% | -7.3% | -38.0% | -38.4% |
| 3M | -58.7% | -17.4% | -41.3% | -46.4% |
| 6M | -64.9% | -21.8% | -43.1% | -51.3% |
| YTD | -51.8% | -6.0% | -45.9% | -44.6% |
| 1Y | -61.9% | +3.8% | -65.7% | -60.6% |
| 3Y | +138.6% | +100.0% | +38.6% | +39.9% |
| 5Y | -13.0% | +116.1% | -129.0% | -52.3% |
| All | -13.0% | +120.6% | -133.6% | -52.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling