-34.0%
CIFR vs EIX
+36.1%
-70.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.2% | -4.2% |
| 7D | -19.6% | +1.0% | -20.6% | -20.3% |
| 30D | -51.7% | +8.9% | -60.6% | -53.8% |
| 3M | -60.0% | -9.8% | -50.2% | -59.4% |
| 6M | -68.2% | -10.2% | -58.0% | -68.1% |
| YTD | -55.8% | +5.9% | -61.7% | -60.0% |
| 1Y | -66.8% | +10.9% | -77.7% | -70.9% |
| 3Y | +119.1% | +10.2% | +108.9% | +88.8% |
| 5Y | -25.3% | +17.0% | -42.3% | -34.3% |
| All | -34.0% | +36.1% | -70.2% | -43.0% |
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