+505.7%
CIFR vs XYL
+16.4%
+489.3%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.1% | -7.6% | -7.6% |
| 7D | +11.3% | +0.8% | +10.5% | +10.6% |
| 30D | +3.5% | -10.8% | +14.3% | +15.9% |
| 3M | -26.6% | -2.5% | -24.1% | -29.1% |
| 6M | +18.1% | -12.2% | +30.3% | +30.1% |
| YTD | +14.5% | -20.1% | +34.6% | +37.7% |
| 1Y | +83.3% | -20.6% | +103.9% | +124.2% |
| All | +505.7% | +16.4% | +489.3% | +489.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling