-34.0%
CIFR vs ELF
+456.6%
-490.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -3.9% |
| 7D | -19.6% | +6.3% | -25.9% | -21.1% |
| 30D | -51.7% | +8.5% | -60.2% | -52.9% |
| 3M | -60.0% | +24.4% | -84.4% | -63.0% |
| 6M | -68.2% | +94.7% | -162.9% | -75.4% |
| YTD | -55.8% | +55.9% | -111.6% | -63.9% |
| 1Y | -66.8% | +48.4% | -115.2% | -72.3% |
| 3Y | +119.1% | +24.6% | +94.5% | +52.0% |
| 5Y | -25.3% | +285.0% | -310.3% | -75.0% |
| All | -34.0% | +456.6% | -490.7% | -78.2% |
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