-30.7%
CIFR vs EFX
+23.6%
-54.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.7% | -4.8% | -4.3% |
| 7D | +4.8% | -0.8% | +5.6% | +5.1% |
| 30D | -31.0% | +25.1% | -56.1% | -38.9% |
| 3M | -58.7% | +1.7% | -60.4% | -60.2% |
| 6M | -67.7% | +18.4% | -86.1% | -73.0% |
| YTD | -53.5% | -12.5% | -41.0% | -54.3% |
| 1Y | -54.1% | -8.1% | -46.0% | -56.6% |
| 3Y | +138.2% | +4.8% | +133.4% | +92.5% |
| 5Y | -18.5% | -30.1% | +11.6% | -20.3% |
| All | -30.7% | +23.6% | -54.3% | -35.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling