+515.0%
CIFR vs EFV
+92.7%
+422.3%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.0% | +5.8% |
| 7D | +26.7% | +1.0% | +25.7% | +24.3% |
| 30D | +7.7% | +0.2% | +7.6% | +7.5% |
| 3M | -23.8% | +9.6% | -33.4% | -37.3% |
| 6M | +35.9% | +14.0% | +21.9% | +4.9% |
| YTD | +25.4% | +18.5% | +6.9% | -9.2% |
| 1Y | +139.8% | +27.9% | +111.9% | +47.8% |
| 3Y | +515.0% | +92.4% | +422.5% | +47.2% |
| All | +515.0% | +92.7% | +422.3% | +47.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling