+61.0%
CIFR vs XPO
+445.8%
-384.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.0% | -4.6% | -5.1% |
| 7D | -8.2% | -1.3% | -6.9% | -7.5% |
| 30D | -7.4% | -10.4% | +3.0% | -1.5% |
| 3M | -24.2% | -15.7% | -8.5% | -17.7% |
| 6M | +14.2% | -6.3% | +20.5% | +17.0% |
| YTD | +8.0% | +34.2% | -26.2% | -10.0% |
| 1Y | +55.5% | +39.9% | +15.6% | +24.5% |
| 3Y | +429.6% | +155.2% | +274.3% | +202.6% |
| 5Y | +20.8% | +264.7% | -243.9% | -51.4% |
| All | +61.0% | +445.8% | -384.8% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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