+79.2%
CIFR vs ELV
+50.7%
+28.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.8% | +3.9% | +2.0% |
| 7D | +16.9% | +3.3% | +13.6% | +17.2% |
| 30D | -5.2% | +4.2% | -9.3% | -4.9% |
| 3M | -30.6% | -0.1% | -30.5% | -30.5% |
| 6M | +10.6% | +41.3% | -30.7% | +12.8% |
| YTD | +20.2% | +17.4% | +2.8% | +20.8% |
| 1Y | +139.7% | +35.1% | +104.7% | +143.1% |
| 3Y | +489.4% | -3.2% | +492.6% | +496.8% |
| 5Y | +54.4% | +15.6% | +38.8% | +50.2% |
| All | +79.2% | +50.7% | +28.5% | +73.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling