-27.8%
CIFR vs ED
+84.6%
-112.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.4% | +0.6% |
| 7D | +28.8% | -1.7% | +30.5% | +27.9% |
| 30D | -36.9% | +10.7% | -47.6% | -32.7% |
| 3M | -60.0% | +11.6% | -71.6% | -57.1% |
| 6M | -64.4% | +13.5% | -77.9% | -61.3% |
| YTD | -51.6% | +23.1% | -74.7% | -45.7% |
| 1Y | -58.9% | +23.1% | -81.9% | -53.7% |
| 3Y | +139.9% | +47.9% | +92.0% | +173.6% |
| 5Y | -15.1% | +83.9% | -99.0% | +2.0% |
| All | -27.8% | +84.6% | -112.4% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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