-28.2%
CIFR vs EIX
+35.5%
-63.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -0.5% | +9.3% | +9.1% |
| 7D | +9.4% | -2.5% | +11.9% | +10.5% |
| 30D | -45.3% | +7.7% | -53.0% | -47.4% |
| 3M | -58.7% | -12.9% | -45.8% | -57.3% |
| 6M | -64.9% | -12.7% | -52.3% | -64.2% |
| YTD | -51.8% | +5.5% | -57.3% | -56.4% |
| 1Y | -61.9% | +9.4% | -71.3% | -66.4% |
| 3Y | +138.6% | +9.7% | +128.9% | +105.9% |
| 5Y | -13.0% | +16.9% | -29.9% | -23.3% |
| All | -28.2% | +35.5% | -63.7% | -37.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling