-71.1%
CIFR vs EIX
+18.9%
-90.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +3.1% | -23.1% | -20.0% |
| 7D | -26.7% | +4.5% | -31.2% | -26.9% |
| 30D | -58.0% | +15.2% | -73.2% | -58.4% |
| 3M | -68.1% | -11.6% | -56.5% | -67.5% |
| 6M | -63.7% | -8.4% | -55.3% | -63.8% |
| YTD | -56.0% | +8.2% | -64.2% | -58.9% |
| 1Y | -71.1% | +16.6% | -87.7% | -74.9% |
| All | -71.1% | +18.9% | -90.0% | -74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 1y: compounded portfolio wealth divided by compounded EIX 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…
1y analysis · Full analysis span regression · 6 months rolling