+119.1%
CIFR vs ECHO
+923.2%
-804.1%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.9% | -7.0% | -4.9% |
| 7D | -19.6% | +2.2% | -21.8% | -19.7% |
| 30D | -51.7% | +9.8% | -61.5% | -52.5% |
| 3M | -60.0% | +16.8% | -76.8% | -61.1% |
| 6M | -68.2% | -18.1% | -50.1% | -66.9% |
| YTD | -55.8% | -4.2% | -51.6% | -55.4% |
| 1Y | -66.8% | +41.2% | -108.0% | -69.2% |
| 3Y | +119.1% | +943.7% | -824.6% | +10.7% |
| All | +119.1% | +923.2% | -804.1% | +10.7% |
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 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