-31.2%
CIFR vs ED
+83.1%
-114.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.2% | +4.0% |
| 7D | -0.7% | -0.1% | -0.7% | 0.0% |
| 30D | -49.6% | +11.6% | -61.2% | -46.1% |
| 3M | -60.4% | +10.5% | -70.9% | -57.8% |
| 6M | -66.9% | +13.2% | -80.1% | -64.1% |
| YTD | -53.9% | +22.1% | -76.0% | -48.5% |
| 1Y | -67.1% | +24.2% | -91.2% | -62.9% |
| 3Y | +118.3% | +46.9% | +71.4% | +147.7% |
| 5Y | -26.9% | +80.8% | -107.7% | -12.6% |
| All | -31.2% | +83.1% | -114.3% | -17.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling