+61.0%
CIFR vs EFX
+10.4%
+50.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | 0.0% | -5.7% | -5.7% |
| 7D | -8.2% | -11.1% | +2.9% | -3.1% |
| 30D | -7.4% | -7.4% | 0.0% | -4.9% |
| 3M | -24.2% | +1.5% | -25.7% | -29.4% |
| 6M | +14.2% | -13.7% | +27.9% | +15.9% |
| YTD | +8.0% | -21.9% | +29.8% | +14.3% |
| 1Y | +55.5% | -30.8% | +86.3% | +77.3% |
| 3Y | +429.6% | -12.4% | +441.9% | +381.6% |
| 5Y | +20.8% | -35.9% | +56.7% | +26.3% |
| All | +61.0% | +10.4% | +50.6% | +62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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