+138.2%
CIFR vs ELV
-1.5%
+139.7%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.0% | -4.1% |
| 7D | +4.8% | +1.0% | +3.9% | +5.0% |
| 30D | -31.0% | +0.4% | -31.4% | -30.7% |
| 3M | -58.7% | +8.4% | -67.1% | -58.4% |
| 6M | -67.7% | +8.4% | -76.1% | -67.5% |
| YTD | -53.5% | +24.4% | -77.9% | -53.8% |
| 1Y | -54.1% | +33.5% | -87.5% | -54.5% |
| 3Y | +138.2% | -2.1% | +140.3% | +153.4% |
| All | +138.2% | -1.5% | +139.7% | +153.4% |
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