-27.8%
CIFR vs ECHO
+274.8%
-302.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.0% | +4.5% | +1.7% |
| 7D | +28.8% | +9.1% | +19.7% | +25.8% |
| 30D | -36.9% | +7.2% | -44.1% | -37.7% |
| 3M | -60.0% | +6.1% | -66.1% | -60.2% |
| 6M | -64.4% | -24.2% | -40.2% | -61.8% |
| YTD | -51.6% | -9.7% | -41.8% | -50.3% |
| 1Y | -58.9% | +40.9% | -99.8% | -62.3% |
| 3Y | +139.9% | +883.3% | -743.3% | +14.1% |
| 5Y | -15.1% | +224.2% | -239.3% | -47.5% |
| All | -27.8% | +274.8% | -302.6% | -56.2% |
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