-30.7%
CIFR vs XME
+293.3%
-324.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.5% | -2.5% |
| 7D | +4.8% | +0.3% | +4.5% | +4.5% |
| 30D | -31.0% | -6.1% | -24.9% | -25.1% |
| 3M | -58.7% | -18.6% | -40.1% | -48.2% |
| 6M | -67.7% | -23.9% | -43.8% | -56.5% |
| YTD | -53.5% | -9.3% | -44.2% | -45.0% |
| 1Y | -54.1% | +1.8% | -55.8% | -50.5% |
| 3Y | +138.2% | +93.0% | +45.2% | +75.2% |
| 5Y | -18.5% | +107.0% | -125.5% | -39.4% |
| All | -30.7% | +293.3% | -324.0% | -50.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling