+69.0%
CIFR vs EFV
+27.7%
+41.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.1% | +4.6% | +3.0% |
| 7D | -5.0% | -0.8% | -4.2% | -2.9% |
| 30D | -5.7% | +0.6% | -6.3% | -6.8% |
| 3M | -25.5% | +7.5% | -33.1% | -37.0% |
| 6M | +19.4% | +13.0% | +6.4% | -8.0% |
| YTD | +14.2% | +18.3% | -4.2% | -16.7% |
| 1Y | +69.0% | +26.7% | +42.3% | +10.7% |
| All | +69.0% | +27.7% | +41.4% | +10.7% |
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