-71.1%
CIFR vs EFV
+25.8%
-96.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +3.1% | -23.1% | -25.9% |
| 7D | -26.7% | +2.9% | -29.6% | -32.0% |
| 30D | -58.0% | +3.6% | -61.6% | -61.7% |
| 3M | -68.1% | -0.1% | -68.0% | -68.3% |
| 6M | -63.7% | +9.6% | -73.3% | -70.6% |
| YTD | -56.0% | +17.0% | -72.9% | -67.2% |
| 1Y | -71.1% | +25.7% | -96.8% | -79.1% |
| All | -71.1% | +25.8% | -96.9% | -79.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling