+70.7%
CIFR vs ECHO
+248.8%
-178.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -2.2% | -6.5% | -8.1% |
| 7D | +11.3% | +5.3% | +6.0% | +10.0% |
| 30D | +3.5% | +2.4% | +1.1% | +3.1% |
| 3M | -26.6% | -21.8% | -4.8% | -22.2% |
| 6M | +18.1% | -16.9% | +35.0% | +22.1% |
| YTD | +14.5% | -16.0% | +30.5% | +18.6% |
| 1Y | +83.3% | +9.3% | +74.0% | +77.2% |
| 3Y | +461.5% | +406.2% | +55.3% | +219.2% |
| 5Y | +29.3% | +251.0% | -221.7% | -21.0% |
| All | +70.7% | +248.8% | -178.1% | +4.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling