+70.7%
CIFR vs EL
-52.0%
+122.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -2.9% | -5.8% | -7.3% |
| 7D | +11.3% | -2.4% | +13.7% | +12.6% |
| 30D | +3.5% | +13.7% | -10.2% | -3.8% |
| 3M | -26.6% | +14.5% | -41.1% | -32.6% |
| 6M | +18.1% | +7.4% | +10.7% | +10.5% |
| YTD | +14.5% | -4.7% | +19.2% | +12.7% |
| 1Y | +83.3% | +12.9% | +70.4% | +66.0% |
| 3Y | +461.5% | -32.2% | +493.7% | +501.0% |
| 5Y | +29.3% | -68.4% | +97.7% | +93.8% |
| All | +70.7% | -52.0% | +122.7% | +145.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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