-21.0%
CIFR vs ELV
+5.9%
-26.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -30.6% |
| 3M | -58.7% | +8.4% | -67.1% | -58.1% |
| 6M | -67.7% | +8.4% | -76.1% | -67.1% |
| YTD | -53.5% | +24.4% | -77.9% | -52.2% |
| 1Y | -54.1% | +33.5% | -87.5% | -52.5% |
| 3Y | +138.2% | -2.1% | +140.3% | +144.1% |
| All | -21.0% | +5.9% | -26.9% | -15.4% |
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