-31.2%
CIFR vs ECL
+61.9%
-93.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.0% | +2.0% | +2.8% |
| 7D | -0.7% | -0.5% | -0.2% | -0.9% |
| 30D | -49.6% | +8.8% | -58.5% | -52.8% |
| 3M | -60.4% | +7.8% | -68.2% | -62.8% |
| 6M | -66.9% | +21.3% | -88.2% | -72.0% |
| YTD | -53.9% | +17.8% | -71.7% | -60.2% |
| 1Y | -67.1% | +21.1% | -88.2% | -72.2% |
| 3Y | +118.3% | +80.1% | +38.2% | +33.2% |
| 5Y | -26.9% | +40.5% | -67.3% | -52.2% |
| All | -31.2% | +61.9% | -93.1% | -55.7% |
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