-31.2%
CIFR vs EL
-45.0%
+13.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.8% | +1.2% | +2.8% |
| 7D | -0.7% | +8.0% | -8.7% | -4.5% |
| 30D | -49.6% | +15.4% | -65.0% | -53.2% |
| 3M | -60.4% | +28.5% | -88.9% | -65.5% |
| 6M | -66.9% | +32.2% | -99.1% | -72.0% |
| YTD | -53.9% | +9.2% | -63.0% | -57.7% |
| 1Y | -67.1% | +30.8% | -97.9% | -72.5% |
| 3Y | +118.3% | +3.7% | +114.6% | +88.6% |
| 5Y | -26.9% | -64.8% | +37.9% | +1.7% |
| All | -31.2% | -45.0% | +13.8% | -7.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling