-30.7%
CIFR vs XYZ
-55.0%
+24.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.8% | -6.9% | -5.7% |
| 7D | +4.8% | -1.1% | +5.9% | +5.3% |
| 30D | -31.0% | +11.5% | -42.5% | -37.3% |
| 3M | -58.7% | +1.8% | -60.5% | -60.5% |
| 6M | -67.7% | +21.2% | -88.9% | -72.8% |
| YTD | -53.5% | +29.9% | -83.5% | -63.5% |
| 1Y | -54.1% | +35.8% | -89.8% | -64.9% |
| 3Y | +138.2% | +62.6% | +75.6% | +76.4% |
| 5Y | -18.5% | -62.8% | +44.3% | -10.0% |
| All | -30.7% | -55.0% | +24.3% | -23.6% |
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