+61.0%
CIFR vs ELV
+54.7%
+6.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +5.4% | -11.1% | -5.3% |
| 7D | -8.2% | +0.9% | -9.1% | -8.1% |
| 30D | -7.4% | +7.2% | -14.5% | -6.9% |
| 3M | -24.2% | +3.4% | -27.6% | -23.9% |
| 6M | +14.2% | +48.6% | -34.4% | +16.9% |
| YTD | +8.0% | +20.6% | -12.6% | +8.8% |
| 1Y | +55.5% | +38.5% | +17.0% | +58.1% |
| 3Y | +429.6% | -2.4% | +432.0% | +436.1% |
| 5Y | +20.8% | +25.3% | -4.6% | +17.8% |
| All | +61.0% | +54.7% | +6.3% | +56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ELV 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling