-29.5%
CIFR vs ECL
+37.7%
-67.1%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -1.7% | +19.6% | +19.1% |
| 7D | -10.2% | -0.8% | -9.5% | -10.5% |
| 30D | -55.0% | +8.1% | -63.2% | -58.2% |
| 3M | -64.1% | +6.4% | -70.4% | -66.3% |
| 6M | -70.1% | +14.8% | -84.9% | -74.3% |
| YTD | -55.7% | +15.5% | -71.1% | -62.1% |
| 1Y | -69.9% | +20.1% | -90.0% | -75.2% |
| 3Y | +68.7% | +77.8% | -9.1% | -7.0% |
| All | -29.5% | +37.7% | -67.1% | -57.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling