+79.2%
CIFR vs EAT
+395.5%
-316.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +1.9% |
| 7D | +16.9% | 0.0% | +16.9% | +16.8% |
| 30D | -5.2% | +1.9% | -7.1% | -6.6% |
| 3M | -30.6% | +68.7% | -99.2% | -45.4% |
| 6M | +10.6% | +66.9% | -56.3% | -12.9% |
| YTD | +20.2% | +60.4% | -40.2% | -4.3% |
| 1Y | +139.7% | +44.0% | +95.7% | +97.6% |
| 3Y | +489.4% | +604.7% | -115.3% | +169.0% |
| 5Y | +54.4% | +347.0% | -292.6% | -32.2% |
| All | +79.2% | +395.5% | -316.3% | -20.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling