+563.4%
CIFR vs XYZ
+48.5%
+515.0%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.2% | +7.6% | +6.8% |
| 7D | +26.7% | +2.9% | +23.8% | +23.8% |
| 30D | +7.7% | +1.4% | +6.3% | +5.6% |
| 3M | -23.8% | +14.6% | -38.4% | -33.7% |
| 6M | +35.9% | +20.8% | +15.1% | +11.7% |
| YTD | +25.4% | +23.1% | +2.3% | -1.9% |
| 1Y | +139.8% | +5.6% | +134.1% | +117.2% |
| All | +563.4% | +48.5% | +515.0% | +414.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling