-58.9%
CIFR vs EIX
+9.5%
-68.4%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.4% | +0.6% |
| 7D | +28.8% | -1.5% | +30.3% | +28.8% |
| 30D | -36.9% | +8.1% | -45.1% | -37.3% |
| 3M | -60.0% | -12.1% | -47.9% | -59.4% |
| 6M | -64.4% | -13.4% | -50.9% | -64.0% |
| YTD | -51.6% | +5.6% | -57.1% | -54.0% |
| 1Y | -58.9% | +7.8% | -66.7% | -60.5% |
| All | -58.9% | +9.5% | -68.4% | -60.5% |
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