+70.7%
CIFR vs EOSE
-58.6%
+129.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -3.5% | -5.2% | -7.9% |
| 7D | +11.3% | +15.0% | -3.6% | +7.5% |
| 30D | +3.5% | +2.5% | +1.0% | +2.0% |
| 3M | -26.6% | -33.7% | +7.1% | -20.8% |
| 6M | +18.1% | -32.7% | +50.8% | +23.8% |
| YTD | +14.5% | -63.8% | +78.3% | +34.8% |
| 1Y | +83.3% | -40.5% | +123.8% | +95.1% |
| 3Y | +461.5% | +50.4% | +411.1% | +323.8% |
| 5Y | +29.3% | -68.6% | +97.9% | -13.7% |
| All | +70.7% | -58.6% | +129.3% | +14.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling