-71.1%
CIFR vs ELF
-3.2%
-67.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +1.9% | -21.9% | -20.4% |
| 7D | -26.7% | -1.5% | -25.2% | -26.4% |
| 30D | -58.0% | +9.5% | -67.5% | -58.9% |
| 3M | -68.1% | +29.4% | -97.5% | -70.2% |
| 6M | -63.7% | +83.7% | -147.4% | -69.8% |
| YTD | -56.0% | +49.4% | -105.4% | -62.5% |
| 1Y | -71.1% | -3.9% | -67.2% | -71.1% |
| All | -71.1% | -3.2% | -67.9% | -71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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