-71.1%
CIFR vs EOSE
-85.5%
+14.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +12.6% | -32.6% | -24.6% |
| 7D | -26.7% | +9.7% | -36.5% | -30.0% |
| 30D | -58.0% | -34.6% | -23.5% | -51.7% |
| 3M | -68.1% | -50.8% | -17.3% | -60.2% |
| 6M | -63.7% | -66.5% | +2.8% | -50.2% |
| YTD | -56.0% | -81.3% | +25.4% | -30.1% |
| 1Y | -71.1% | -84.8% | +13.7% | -49.5% |
| All | -71.1% | -85.5% | +14.4% | -49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 1y: compounded portfolio wealth divided by compounded EOSE 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…
1y analysis · Full analysis span regression · 6 months rolling