+20.8%
CIFR vs ELV
+19.4%
+1.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +4.9% | -10.6% | -5.3% |
| 7D | -8.2% | +0.4% | -8.7% | -8.2% |
| 30D | -7.4% | +6.7% | -14.1% | -6.9% |
| 3M | -24.2% | +3.0% | -27.1% | -24.0% |
| 6M | +14.2% | +48.0% | -33.8% | +17.2% |
| YTD | +8.0% | +20.0% | -12.0% | +8.8% |
| 1Y | +55.5% | +37.9% | +17.6% | +58.3% |
| 3Y | +429.6% | -2.8% | +432.4% | +438.5% |
| 5Y | +20.8% | +24.8% | -4.0% | -5.4% |
| All | +20.8% | +19.4% | +1.3% | -5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling