+118.3%
CIFR vs EIX
+11.2%
+107.1%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.3% | +2.8% | +3.6% |
| 7D | -0.7% | +0.7% | -1.4% | -1.4% |
| 30D | -49.6% | +8.8% | -58.4% | -51.5% |
| 3M | -60.4% | -10.9% | -49.4% | -59.5% |
| 6M | -66.9% | -10.3% | -56.6% | -66.8% |
| YTD | -53.9% | +5.8% | -59.7% | -58.7% |
| 1Y | -67.1% | +11.4% | -78.5% | -71.6% |
| 3Y | +118.3% | +11.1% | +107.2% | +84.7% |
| All | +118.3% | +11.2% | +107.1% | +84.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling