+68.7%
CIFR vs ES
+46.3%
+22.4%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -2.9% | +20.8% | +18.0% |
| 7D | -10.2% | +1.9% | -12.1% | -10.6% |
| 30D | -55.0% | +7.1% | -62.1% | -55.6% |
| 3M | -64.1% | -1.9% | -62.1% | -64.0% |
| 6M | -70.1% | +4.4% | -74.5% | -70.7% |
| YTD | -55.7% | +7.3% | -63.0% | -56.8% |
| 1Y | -69.9% | +2.1% | -72.0% | -70.5% |
| 3Y | +68.7% | +41.8% | +26.8% | +34.8% |
| All | +68.7% | +46.3% | +22.4% | +34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling