+70.2%
CIFR vs EQH
+207.2%
-137.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.4% | +4.3% | +4.7% |
| 7D | -5.0% | +0.7% | -5.7% | -5.6% |
| 30D | -5.7% | +2.8% | -8.5% | -7.8% |
| 3M | -25.5% | +23.1% | -48.6% | -37.2% |
| 6M | +19.4% | +41.4% | -22.0% | -9.1% |
| YTD | +14.2% | +14.3% | -0.1% | +1.4% |
| 1Y | +69.0% | +1.6% | +67.4% | +62.9% |
| 3Y | +503.9% | +102.7% | +401.2% | +328.4% |
| 5Y | +27.7% | +104.5% | -76.9% | -7.1% |
| All | +70.2% | +207.2% | -137.0% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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