+87.0%
CIFR vs XYZ
-57.4%
+144.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.2% | +7.6% | +6.3% |
| 7D | +26.7% | +2.9% | +23.8% | +24.5% |
| 30D | +7.7% | +1.4% | +6.3% | +6.1% |
| 3M | -23.8% | +14.6% | -38.4% | -31.3% |
| 6M | +35.9% | +20.8% | +15.1% | +17.8% |
| YTD | +25.4% | +23.1% | +2.3% | +4.8% |
| 1Y | +139.8% | +5.6% | +134.1% | +122.8% |
| 3Y | +515.0% | +50.9% | +464.0% | +386.6% |
| 5Y | +52.1% | -68.6% | +120.6% | +81.4% |
| All | +87.0% | -57.4% | +144.4% | +119.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling