-34.0%
CIFR vs EL
-44.9%
+10.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.4% | -4.2% |
| 7D | -19.6% | +7.6% | -27.2% | -22.6% |
| 30D | -51.7% | +15.7% | -67.4% | -55.2% |
| 3M | -60.0% | +30.5% | -90.5% | -65.5% |
| 6M | -68.2% | +32.5% | -100.8% | -73.2% |
| YTD | -55.8% | +9.4% | -65.2% | -59.5% |
| 1Y | -66.8% | +28.4% | -95.1% | -72.0% |
| 3Y | +119.1% | +4.4% | +114.7% | +88.7% |
| 5Y | -25.3% | -64.5% | +39.2% | +3.7% |
| All | -34.0% | -44.9% | +10.9% | -11.8% |
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