-28.2%
CIFR vs XYL
+12.1%
-40.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -1.8% | +10.7% | +10.1% |
| 7D | +9.4% | -5.9% | +15.3% | +13.6% |
| 30D | -45.3% | -7.3% | -38.0% | -45.2% |
| 3M | -58.7% | -22.5% | -36.2% | -52.1% |
| 6M | -64.9% | -14.4% | -50.5% | -63.9% |
| YTD | -51.8% | -29.4% | -22.4% | -41.4% |
| 1Y | -61.9% | -35.6% | -26.3% | -49.5% |
| 3Y | +138.6% | +0.3% | +138.3% | +130.1% |
| 5Y | -13.0% | -22.3% | +9.4% | -14.1% |
| All | -28.2% | +12.1% | -40.3% | -33.0% |
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