+61.0%
CIFR vs XYZ
-58.0%
+119.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.4% | -5.3% | -5.4% |
| 7D | -8.2% | -5.2% | -3.1% | -5.3% |
| 30D | -7.4% | 0.0% | -7.4% | -8.0% |
| 3M | -24.2% | +18.7% | -42.8% | -33.2% |
| 6M | +14.2% | +20.5% | -6.4% | -0.8% |
| YTD | +8.0% | +21.5% | -13.5% | -9.0% |
| 1Y | +55.5% | +7.2% | +48.3% | +43.6% |
| 3Y | +429.6% | +49.0% | +380.6% | +322.6% |
| 5Y | +20.8% | -68.1% | +88.9% | +45.1% |
| All | +61.0% | -58.0% | +119.0% | +90.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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