+26.9%
CIFR vs ELAN
-30.9%
+57.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.4% | +4.4% | +5.1% |
| 7D | -5.0% | -5.4% | +0.4% | -2.5% |
| 30D | -5.7% | +4.7% | -10.4% | -8.0% |
| 3M | -25.5% | -3.7% | -21.9% | -25.7% |
| 6M | +19.4% | -1.2% | +20.6% | +18.0% |
| YTD | +14.2% | +2.4% | +11.8% | +11.6% |
| 1Y | +69.0% | +23.4% | +45.6% | +51.3% |
| 3Y | +503.9% | +96.7% | +407.3% | +279.7% |
| All | +26.9% | -30.9% | +57.8% | +68.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling