+52.1%
CIFR vs EL
-67.4%
+119.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.1% | +6.4% | +5.4% |
| 7D | +26.7% | +1.7% | +25.0% | +25.6% |
| 30D | +7.7% | +15.5% | -7.7% | -1.2% |
| 3M | -23.8% | +20.6% | -44.3% | -32.2% |
| 6M | +35.9% | +10.5% | +25.4% | +24.7% |
| YTD | +25.4% | -1.9% | +27.3% | +21.3% |
| 1Y | +139.8% | +16.1% | +123.7% | +112.2% |
| 3Y | +515.0% | -30.2% | +545.2% | +558.3% |
| 5Y | +52.1% | -67.4% | +119.5% | +169.6% |
| All | +52.1% | -67.4% | +119.5% | +169.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling