+515.0%
CIFR vs ECHO
+436.9%
+78.1%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.0% | +0.3% | +3.4% |
| 7D | +26.7% | +8.6% | +18.1% | +24.4% |
| 30D | +7.7% | +3.8% | +4.0% | +7.0% |
| 3M | -23.8% | -19.9% | -3.9% | -20.1% |
| 6M | +35.9% | -12.1% | +48.0% | +38.2% |
| YTD | +25.4% | -14.1% | +39.5% | +28.8% |
| 1Y | +139.8% | +15.9% | +123.9% | +130.2% |
| 3Y | +515.0% | +417.8% | +97.1% | +264.3% |
| All | +515.0% | +436.9% | +78.1% | +264.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling