+109.8%
CIFR vs ELF
+19.0%
+90.8%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +5.7% | +12.2% | +16.3% |
| 7D | -10.2% | +4.0% | -14.2% | -11.0% |
| 30D | -55.0% | +10.6% | -65.6% | -56.1% |
| 3M | -64.1% | +25.8% | -89.9% | -66.3% |
| 6M | -70.1% | +89.1% | -159.2% | -75.3% |
| YTD | -55.7% | +52.7% | -108.4% | -61.9% |
| 1Y | -69.9% | +51.7% | -121.6% | -74.0% |
| All | +109.8% | +19.0% | +90.8% | +52.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling