+146.9%
CIFR vs ENTG
+64.3%
+82.6%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +11.3% | -2.4% | -0.2% |
| 7D | +9.4% | +7.9% | +1.4% | +3.1% |
| 30D | -45.3% | -3.6% | -41.8% | -43.1% |
| 3M | -58.7% | +2.7% | -61.4% | -59.2% |
| 6M | -64.9% | +3.6% | -68.5% | -67.6% |
| YTD | -51.8% | +83.6% | -135.4% | -72.3% |
| 1Y | -61.9% | +84.9% | -146.8% | -78.4% |
| All | +146.9% | +64.3% | +82.6% | +84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ENTG.
Daily Out/Under-Performance
Portfolio return minus ENTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENTG 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 ENTG 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