-66.8%
CIFR vs EL
+30.6%
-97.3%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.4% | -4.2% |
| 7D | -19.6% | +7.6% | -27.2% | -21.5% |
| 30D | -51.7% | +15.7% | -67.4% | -54.0% |
| 3M | -60.0% | +30.5% | -90.5% | -63.8% |
| 6M | -68.2% | +32.5% | -100.8% | -71.7% |
| YTD | -55.8% | +9.4% | -65.2% | -59.8% |
| 1Y | -66.8% | +28.4% | -95.1% | -72.6% |
| All | -66.8% | +30.6% | -97.3% | -72.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling