+70.7%
CIFR vs EQH
+200.0%
-129.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.1% | -8.8% | -8.8% |
| 7D | +11.3% | +1.1% | +10.2% | +10.6% |
| 30D | +3.5% | -1.1% | +4.6% | +4.0% |
| 3M | -26.6% | +25.0% | -51.7% | -38.8% |
| 6M | +18.1% | +33.9% | -15.8% | -6.5% |
| YTD | +14.5% | +11.6% | +2.9% | +3.4% |
| 1Y | +83.3% | +1.5% | +81.8% | +76.6% |
| 3Y | +461.5% | +96.7% | +364.8% | +306.2% |
| 5Y | +29.3% | +93.9% | -64.6% | -4.3% |
| All | +70.7% | +200.0% | -129.3% | +25.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling