+505.7%
CIFR vs ELV
-7.6%
+513.4%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.3% | -7.4% | -8.7% |
| 7D | +11.3% | -2.2% | +13.5% | +11.3% |
| 30D | +3.5% | -0.2% | +3.7% | +3.5% |
| 3M | -26.6% | -6.1% | -20.5% | -26.7% |
| 6M | +18.1% | +42.8% | -24.7% | +16.8% |
| YTD | +14.5% | +14.4% | +0.1% | +12.4% |
| 1Y | +83.3% | +28.6% | +54.7% | +79.1% |
| All | +505.7% | -7.6% | +513.4% | +458.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling