+70.7%
CIFR vs XYL
+26.9%
+43.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.1% | -7.6% | -7.8% |
| 7D | +11.3% | +0.8% | +10.5% | +10.7% |
| 30D | +3.5% | -10.8% | +14.3% | +13.8% |
| 3M | -26.6% | -2.5% | -24.1% | -27.7% |
| 6M | +18.1% | -12.2% | +30.3% | +28.5% |
| YTD | +14.5% | -20.1% | +34.6% | +33.7% |
| 1Y | +83.3% | -20.6% | +103.9% | +116.7% |
| 3Y | +461.5% | +17.3% | +444.1% | +407.5% |
| 5Y | +29.3% | -14.5% | +43.8% | +20.6% |
| All | +70.7% | +26.9% | +43.9% | +52.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling