+52.1%
CIFR vs ECL
+29.5%
+22.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.8% | +4.7% |
| 7D | +26.7% | -0.8% | +27.5% | +27.4% |
| 30D | +7.7% | -2.5% | +10.2% | +9.3% |
| 3M | -23.8% | +8.3% | -32.1% | -31.1% |
| 6M | +35.9% | -1.1% | +37.0% | +33.7% |
| YTD | +25.4% | +6.5% | +18.9% | +15.1% |
| 1Y | +139.8% | +2.1% | +137.7% | +128.0% |
| 3Y | +515.0% | +57.6% | +457.3% | +275.1% |
| 5Y | +52.1% | +28.1% | +24.0% | +8.2% |
| All | +52.1% | +29.5% | +22.6% | +8.2% |
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