-71.1%
CIFR vs ELAN
+13.9%
-85.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +3.0% | -23.0% | -21.3% |
| 7D | -26.7% | +11.7% | -38.5% | -30.8% |
| 30D | -58.0% | +12.4% | -70.4% | -60.5% |
| 3M | -68.1% | -1.1% | -67.0% | -68.2% |
| 6M | -63.7% | +12.4% | -76.1% | -67.8% |
| YTD | -56.0% | +11.8% | -67.8% | -58.8% |
| 1Y | -71.1% | +12.5% | -83.6% | -72.4% |
| All | -71.1% | +13.9% | -85.0% | -72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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