-15.6%
CIFR vs EFX
-29.4%
+13.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +0.1% | +8.8% | +8.8% |
| 7D | +9.4% | -2.0% | +11.4% | +10.1% |
| 30D | -45.3% | +27.9% | -73.2% | -52.7% |
| 3M | -58.7% | +3.8% | -62.5% | -60.8% |
| 6M | -64.9% | +13.0% | -77.9% | -70.3% |
| YTD | -51.8% | -12.4% | -39.4% | -52.7% |
| 1Y | -61.9% | -10.4% | -51.5% | -63.4% |
| 3Y | +138.6% | +4.4% | +134.1% | +78.4% |
| All | -15.6% | -29.4% | +13.9% | -13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling