+70.7%
CIFR vs ELF
+370.1%
-299.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -4.1% | -4.6% | -7.3% |
| 7D | +11.3% | -6.8% | +18.1% | +14.0% |
| 30D | +3.5% | +5.1% | -1.6% | +1.4% |
| 3M | -26.6% | +79.8% | -106.4% | -41.7% |
| 6M | +18.1% | +29.7% | -11.6% | +4.6% |
| YTD | +14.5% | +31.6% | -17.1% | -1.3% |
| 1Y | +83.3% | -27.9% | +111.2% | +91.6% |
| 3Y | +461.5% | -26.4% | +487.9% | +392.4% |
| 5Y | +29.3% | +235.6% | -206.3% | -54.3% |
| All | +70.7% | +370.1% | -299.4% | -40.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling