+29.3%
CIFR vs EFX
-36.4%
+65.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -2.1% | -6.6% | -7.6% |
| 7D | +11.3% | -9.4% | +20.7% | +17.2% |
| 30D | +3.5% | -6.9% | +10.4% | +6.2% |
| 3M | -26.6% | +0.1% | -26.8% | -31.7% |
| 6M | +18.1% | -17.3% | +35.4% | +23.9% |
| YTD | +14.5% | -21.8% | +36.3% | +22.0% |
| 1Y | +83.3% | -32.5% | +115.8% | +117.1% |
| 3Y | +461.5% | -12.3% | +473.8% | +377.9% |
| 5Y | +29.3% | -36.6% | +65.9% | +41.5% |
| All | +29.3% | -36.4% | +65.7% | +41.5% |
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