+70.7%
CIFR vs XRT
+69.9%
+0.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.6% | -7.1% | -6.9% |
| 7D | +11.3% | -2.4% | +13.7% | +14.5% |
| 30D | +3.5% | -6.9% | +10.4% | +11.1% |
| 3M | -26.6% | -0.4% | -26.2% | -28.5% |
| 6M | +18.1% | +2.2% | +15.9% | +13.1% |
| YTD | +14.5% | -0.7% | +15.2% | +13.7% |
| 1Y | +83.3% | -2.0% | +85.3% | +85.9% |
| 3Y | +461.5% | +41.0% | +420.4% | +329.7% |
| 5Y | +29.3% | -3.3% | +32.6% | +22.5% |
| All | +70.7% | +69.9% | +0.8% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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