+70.2%
CIFR vs EQX
-4.1%
+74.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.6% | +4.1% | +5.2% |
| 7D | -5.0% | -3.2% | -1.8% | -4.0% |
| 30D | -5.7% | +7.8% | -13.5% | -8.0% |
| 3M | -25.5% | +21.3% | -46.9% | -30.7% |
| 6M | +19.4% | -22.4% | +41.8% | +27.3% |
| YTD | +14.2% | -11.3% | +25.5% | +16.9% |
| 1Y | +69.0% | +13.5% | +55.5% | +60.0% |
| 3Y | +503.9% | +162.1% | +341.8% | +333.0% |
| 5Y | +27.7% | +84.2% | -56.5% | -11.5% |
| All | +70.2% | -4.1% | +74.3% | +20.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling