+79.2%
CIFR vs XYL
+24.6%
+54.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.0% | +4.2% | +3.8% |
| 7D | +16.9% | -5.0% | +22.0% | +22.1% |
| 30D | -5.2% | -13.2% | +8.0% | +6.4% |
| 3M | -30.6% | -3.7% | -26.9% | -31.1% |
| 6M | +10.6% | -17.7% | +28.3% | +27.4% |
| YTD | +20.2% | -21.5% | +41.7% | +42.3% |
| 1Y | +139.7% | -24.5% | +164.2% | +194.7% |
| 3Y | +489.4% | +6.9% | +482.4% | +467.7% |
| 5Y | +54.4% | -18.1% | +72.5% | +46.1% |
| All | +79.2% | +24.6% | +54.6% | +62.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling