+41.6%
CIFR vs XYL
-14.5%
+56.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.0% | +1.4% | +1.6% |
| 7D | +26.7% | +1.8% | +24.9% | +24.7% |
| 30D | +7.7% | -9.2% | +17.0% | +17.8% |
| 3M | -23.8% | -0.3% | -23.5% | -27.0% |
| 6M | +35.9% | -11.0% | +46.9% | +47.2% |
| YTD | +25.4% | -19.2% | +44.6% | +47.5% |
| 1Y | +139.8% | -21.2% | +161.0% | +190.2% |
| 3Y | +515.0% | +18.6% | +496.3% | +426.7% |
| All | +41.6% | -14.5% | +56.1% | +38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling