+61.0%
CIFR vs XYL
+25.6%
+35.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.0% | -4.7% | -4.9% |
| 7D | -8.2% | -1.2% | -7.0% | -7.2% |
| 30D | -7.4% | -13.2% | +5.8% | +4.1% |
| 3M | -24.2% | -0.2% | -24.0% | -27.1% |
| 6M | +14.2% | -12.5% | +26.7% | +24.5% |
| YTD | +8.0% | -20.9% | +28.9% | +27.2% |
| 1Y | +55.5% | -21.6% | +77.1% | +85.7% |
| 3Y | +429.6% | +16.1% | +413.4% | +382.8% |
| 5Y | +20.8% | -15.6% | +36.4% | +13.6% |
| All | +61.0% | +25.6% | +35.4% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded XYL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling