+139.7%
CIFR vs ECHO
+40.1%
+99.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +16.9% | +3.4% | +13.5% | +15.6% |
| 30D | -5.2% | +2.4% | -7.5% | -5.8% |
| 3M | -30.6% | -28.0% | -2.6% | -22.8% |
| 6M | +10.6% | -21.2% | +31.8% | +14.7% |
| YTD | +20.2% | -17.4% | +37.6% | +24.6% |
| 1Y | +139.7% | +33.6% | +106.1% | +120.8% |
| All | +139.7% | +40.1% | +99.6% | +120.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ECHO.
Daily Out/Under-Performance
Portfolio return minus ECHO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECHO 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 1y: compounded portfolio wealth divided by compounded ECHO 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…
1y analysis · Full analysis span regression · 6 months rolling