+70.2%
CIFR vs EOSE
-60.6%
+130.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.0% | +6.7% | +5.9% |
| 7D | -5.0% | +1.8% | -6.8% | -5.4% |
| 30D | -5.7% | -6.8% | +1.1% | -5.0% |
| 3M | -25.5% | -36.3% | +10.7% | -18.9% |
| 6M | +19.4% | -38.8% | +58.2% | +28.1% |
| YTD | +14.2% | -65.5% | +79.7% | +36.0% |
| 1Y | +69.0% | -45.3% | +114.3% | +83.5% |
| 3Y | +503.9% | +44.2% | +459.8% | +360.7% |
| 5Y | +27.7% | -69.5% | +97.1% | -13.9% |
| All | +70.2% | -60.6% | +130.8% | +15.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling