-28.2%
CIFR vs ECHO
+290.4%
-318.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -1.9% | +10.8% | +9.4% |
| 7D | +9.4% | +3.6% | +5.8% | +8.6% |
| 30D | -45.3% | +7.5% | -52.8% | -45.9% |
| 3M | -58.7% | +16.2% | -74.8% | -59.8% |
| 6M | -64.9% | -20.9% | -44.1% | -62.9% |
| YTD | -51.8% | -6.0% | -45.8% | -51.2% |
| 1Y | -61.9% | +43.4% | -105.3% | -65.3% |
| 3Y | +138.6% | +924.0% | -785.5% | +12.3% |
| 5Y | -13.0% | +249.6% | -262.6% | -46.9% |
| All | -28.2% | +290.4% | -318.6% | -56.9% |
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