+70.7%
CIFR vs ELAN
-24.2%
+94.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.8% | -6.9% | -8.0% |
| 7D | +11.3% | -4.6% | +15.9% | +13.5% |
| 30D | +3.5% | +5.7% | -2.2% | +0.7% |
| 3M | -26.6% | -3.9% | -22.8% | -26.5% |
| 6M | +18.1% | -1.6% | +19.7% | +17.1% |
| YTD | +14.5% | +4.1% | +10.4% | +11.5% |
| 1Y | +83.3% | +25.5% | +57.8% | +64.6% |
| 3Y | +461.5% | +103.2% | +358.3% | +270.5% |
| 5Y | +29.3% | -29.8% | +59.1% | +26.9% |
| All | +70.7% | -24.2% | +94.9% | +65.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling