+146.9%
CIFR vs EFX
+5.0%
+141.9%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +0.1% | +8.8% | +8.9% |
| 7D | +9.4% | -2.0% | +11.4% | +9.5% |
| 30D | -45.3% | +27.9% | -73.2% | -47.7% |
| 3M | -58.7% | +3.8% | -62.5% | -59.2% |
| 6M | -64.9% | +13.0% | -77.9% | -67.3% |
| YTD | -51.8% | -12.4% | -39.4% | -49.8% |
| 1Y | -61.9% | -10.4% | -51.5% | -60.9% |
| All | +146.9% | +5.0% | +141.9% | +119.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling