-31.2%
CIFR vs ES
-4.3%
-26.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.6% | +4.1% |
| 7D | -0.7% | -0.1% | -0.6% | -1.1% |
| 30D | -49.6% | +5.7% | -55.4% | -50.6% |
| 3M | -60.4% | -2.8% | -57.6% | -60.3% |
| 6M | -66.9% | +7.0% | -73.8% | -67.9% |
| YTD | -53.9% | +6.8% | -60.6% | -55.4% |
| 1Y | -67.1% | -0.5% | -66.6% | -67.7% |
| 3Y | +118.3% | +47.2% | +71.1% | +84.2% |
| 5Y | -26.9% | +2.3% | -29.1% | -30.1% |
| All | -31.2% | -4.3% | -26.9% | -35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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