+61.0%
CIFR vs EFV
+156.3%
-95.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.3% | -5.4% | -5.3% |
| 7D | -8.2% | -2.0% | -6.2% | -5.4% |
| 30D | -7.4% | -0.2% | -7.2% | -6.9% |
| 3M | -24.2% | +9.1% | -33.3% | -32.8% |
| 6M | +14.2% | +11.7% | +2.5% | -0.3% |
| YTD | +8.0% | +17.0% | -9.1% | -10.3% |
| 1Y | +55.5% | +26.7% | +28.8% | +16.3% |
| 3Y | +429.6% | +90.2% | +339.4% | +154.0% |
| 5Y | +20.8% | +96.1% | -75.3% | -46.5% |
| All | +61.0% | +156.3% | -95.3% | -30.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling