+138.2%
CIFR vs ECL
+79.8%
+58.4%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.6% | -5.7% | -4.5% |
| 7D | +4.8% | +2.9% | +2.0% | +4.1% |
| 30D | -31.0% | +7.5% | -38.5% | -32.8% |
| 3M | -58.7% | +12.2% | -71.0% | -60.6% |
| 6M | -67.7% | +24.6% | -92.3% | -71.5% |
| YTD | -53.5% | +18.8% | -72.3% | -57.6% |
| 1Y | -54.1% | +19.3% | -73.4% | -58.1% |
| 3Y | +138.2% | +78.2% | +60.0% | +173.4% |
| All | +138.2% | +79.8% | +58.4% | +173.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling