+79.2%
CIFR vs EIX
+26.3%
+52.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +1.8% |
| 7D | +16.9% | -19.1% | +36.0% | +25.7% |
| 30D | -5.2% | -16.9% | +11.7% | +0.4% |
| 3M | -30.6% | -20.0% | -10.6% | -25.8% |
| 6M | +10.6% | -21.3% | +31.9% | +19.2% |
| YTD | +20.2% | -1.7% | +21.9% | +12.9% |
| 1Y | +139.7% | +9.6% | +130.2% | +109.8% |
| 3Y | +489.4% | -3.7% | +493.0% | +445.3% |
| 5Y | +54.4% | +22.6% | +31.8% | +39.1% |
| All | +79.2% | +26.3% | +52.9% | +61.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling