+70.7%
CIFR vs EAT
+363.4%
-292.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -3.2% | -5.5% | -7.4% |
| 7D | +11.3% | -6.8% | +18.1% | +14.5% |
| 30D | +3.5% | -5.4% | +8.9% | +5.1% |
| 3M | -26.6% | +42.8% | -69.4% | -38.0% |
| 6M | +18.1% | +56.5% | -38.4% | -4.6% |
| YTD | +14.5% | +50.0% | -35.5% | -6.3% |
| 1Y | +83.3% | +38.3% | +45.0% | +53.6% |
| 3Y | +461.5% | +591.6% | -130.2% | +159.8% |
| 5Y | +29.3% | +312.6% | -283.3% | -41.6% |
| All | +70.7% | +363.4% | -292.7% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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