-31.2%
CIFR vs XRT
+87.4%
-118.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.7% | +0.4% | +0.2% |
| 7D | -0.7% | +2.5% | -3.2% | -5.2% |
| 30D | -49.6% | +10.3% | -60.0% | -56.2% |
| 3M | -60.4% | +2.4% | -62.7% | -62.9% |
| 6M | -66.9% | +10.0% | -76.8% | -71.9% |
| YTD | -53.9% | +9.5% | -63.4% | -60.2% |
| 1Y | -67.1% | +17.2% | -84.2% | -73.7% |
| 3Y | +118.3% | +62.0% | +56.3% | +38.7% |
| 5Y | -26.9% | -2.1% | -24.8% | -38.7% |
| All | -31.2% | +87.4% | -118.6% | -46.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling