-27.8%
CIFR vs XYZ
-56.3%
+28.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.0% | +4.6% | +2.9% |
| 7D | +28.8% | -2.1% | +30.9% | +30.6% |
| 30D | -36.9% | +7.0% | -44.0% | -41.2% |
| 3M | -60.0% | +5.1% | -65.1% | -62.6% |
| 6M | -64.4% | +14.1% | -78.4% | -68.9% |
| YTD | -51.6% | +26.4% | -77.9% | -61.3% |
| 1Y | -58.9% | +25.1% | -83.9% | -66.8% |
| 3Y | +139.9% | +59.7% | +80.2% | +79.9% |
| 5Y | -15.1% | -63.8% | +48.7% | -4.5% |
| All | -27.8% | -56.3% | +28.5% | -19.0% |
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