-28.2%
CIFR vs ELF
+456.4%
-484.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | 0.0% | +8.9% | +8.9% |
| 7D | +9.4% | +4.3% | +5.1% | +8.2% |
| 30D | -45.3% | +7.7% | -53.1% | -46.5% |
| 3M | -58.7% | +24.7% | -83.4% | -61.8% |
| 6M | -64.9% | +114.6% | -179.6% | -73.8% |
| YTD | -51.8% | +55.8% | -107.6% | -60.7% |
| 1Y | -61.9% | +51.9% | -113.8% | -68.6% |
| 3Y | +138.6% | +24.6% | +114.0% | +65.5% |
| 5Y | -13.0% | +279.2% | -292.2% | -70.8% |
| All | -28.2% | +456.4% | -484.6% | -76.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling