+52.1%
CIFR vs ELF
+239.6%
-187.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.9% | +9.2% | +6.1% |
| 7D | +26.7% | -1.2% | +27.9% | +27.1% |
| 30D | +7.7% | +5.9% | +1.8% | +5.1% |
| 3M | -23.8% | +99.5% | -123.3% | -42.6% |
| 6M | +35.9% | +26.5% | +9.4% | +20.4% |
| YTD | +25.4% | +37.2% | -11.8% | +5.6% |
| 1Y | +139.8% | -24.4% | +164.2% | +146.7% |
| 3Y | +515.0% | -23.3% | +538.3% | +416.6% |
| 5Y | +52.1% | +245.2% | -193.1% | -62.9% |
| All | +52.1% | +239.6% | -187.5% | -62.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling