+70.2%
CIFR vs EFX
+11.1%
+59.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.6% | +5.1% | +5.4% |
| 7D | -5.0% | -4.5% | -0.5% | -2.9% |
| 30D | -5.7% | -6.1% | +0.4% | -3.9% |
| 3M | -25.5% | +6.2% | -31.8% | -32.3% |
| 6M | +19.4% | -11.2% | +30.6% | +19.1% |
| YTD | +14.2% | -21.4% | +35.6% | +20.6% |
| 1Y | +69.0% | -34.3% | +103.3% | +101.4% |
| 3Y | +503.9% | -12.5% | +516.5% | +451.4% |
| 5Y | +27.7% | -35.6% | +63.2% | +33.1% |
| All | +70.2% | +11.1% | +59.1% | +71.1% |
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