-13.0%
CIFR vs ENTG
+6.7%
-19.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +11.3% | -2.4% | +0.5% |
| 7D | +9.4% | +7.9% | +1.4% | +3.7% |
| 30D | -45.3% | -3.6% | -41.8% | -43.2% |
| 3M | -58.7% | +2.7% | -61.4% | -59.0% |
| 6M | -64.9% | +3.6% | -68.5% | -67.0% |
| YTD | -51.8% | +83.6% | -135.4% | -70.1% |
| 1Y | -61.9% | +84.9% | -146.8% | -76.6% |
| 3Y | +138.6% | +63.2% | +75.4% | +62.5% |
| 5Y | -13.0% | +4.9% | -17.9% | -28.1% |
| All | -13.0% | +6.7% | -19.7% | -28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling