+118.3%
CIFR vs EL
+1.5%
+116.7%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.8% | +1.2% | +2.9% |
| 7D | -0.7% | +8.0% | -8.7% | -4.2% |
| 30D | -49.6% | +15.4% | -65.0% | -52.9% |
| 3M | -60.4% | +28.5% | -88.9% | -65.0% |
| 6M | -66.9% | +32.2% | -99.1% | -71.6% |
| YTD | -53.9% | +9.2% | -63.0% | -57.3% |
| 1Y | -67.1% | +30.8% | -97.9% | -72.1% |
| 3Y | +118.3% | +3.7% | +114.6% | +71.4% |
| All | +118.3% | +1.5% | +116.7% | +71.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling