+79.2%
CIFR vs ECL
+47.0%
+32.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | +16.9% | -2.6% | +19.5% | +19.0% |
| 30D | -5.2% | -2.2% | -3.0% | -4.2% |
| 3M | -30.6% | +10.1% | -40.7% | -37.1% |
| 6M | +10.6% | -5.7% | +16.3% | +13.3% |
| YTD | +20.2% | +7.0% | +13.2% | +11.7% |
| 1Y | +139.7% | +2.7% | +137.1% | +129.3% |
| 3Y | +489.4% | +57.7% | +431.7% | +298.3% |
| 5Y | +54.4% | +31.1% | +23.3% | +7.6% |
| All | +79.2% | +47.0% | +32.2% | +24.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling