+69.0%
CIFR vs EQH
+3.9%
+65.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.4% | +4.3% | +4.8% |
| 7D | -5.0% | +0.7% | -5.7% | -5.5% |
| 30D | -5.7% | +2.8% | -8.5% | -7.5% |
| 3M | -25.5% | +23.1% | -48.6% | -37.1% |
| 6M | +19.4% | +41.4% | -22.0% | -9.6% |
| YTD | +14.2% | +14.3% | -0.1% | -0.4% |
| 1Y | +69.0% | +1.6% | +67.4% | +70.3% |
| All | +69.0% | +3.9% | +65.1% | +70.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling