+503.9%
CIFR vs EQX
+168.9%
+335.0%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.6% | +4.1% | +5.1% |
| 7D | -5.0% | -3.2% | -1.8% | -3.8% |
| 30D | -5.7% | +7.8% | -13.5% | -8.4% |
| 3M | -25.5% | +21.3% | -46.9% | -31.7% |
| 6M | +19.4% | -22.4% | +41.8% | +28.3% |
| YTD | +14.2% | -11.3% | +25.5% | +17.1% |
| 1Y | +69.0% | +13.5% | +55.5% | +59.3% |
| 3Y | +503.9% | +162.1% | +341.8% | +324.3% |
| All | +503.9% | +168.9% | +335.0% | +324.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 3y: compounded portfolio wealth divided by compounded EQX 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…
3y analysis · Full analysis span regression · 6 months rolling