+138.2%
CIFR vs EFV
+91.8%
+46.4%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.4% | -4.4% | -4.8% |
| 7D | +4.8% | +2.5% | +2.3% | -0.3% |
| 30D | -31.0% | +2.9% | -33.9% | -36.4% |
| 3M | -58.7% | -1.4% | -57.3% | -58.2% |
| 6M | -67.7% | +5.5% | -73.2% | -71.5% |
| YTD | -53.5% | +16.1% | -69.6% | -65.5% |
| 1Y | -54.1% | +20.3% | -74.3% | -68.4% |
| 3Y | +138.2% | +90.4% | +47.8% | -44.2% |
| All | +138.2% | +91.8% | +46.4% | -44.2% |
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