+61.0%
CIFR vs ECL
+43.0%
+18.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.2% | -5.5% | -5.5% |
| 7D | -8.2% | -2.6% | -5.6% | -6.5% |
| 30D | -7.4% | -4.6% | -2.8% | -4.8% |
| 3M | -24.2% | +6.0% | -30.1% | -29.3% |
| 6M | +14.2% | -3.0% | +17.1% | +14.2% |
| YTD | +8.0% | +4.0% | +4.0% | +2.3% |
| 1Y | +55.5% | +2.0% | +53.5% | +49.7% |
| 3Y | +429.6% | +53.9% | +375.7% | +263.9% |
| 5Y | +20.8% | +27.1% | -6.4% | -14.2% |
| All | +61.0% | +43.0% | +18.0% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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