+487.4%
CIFR vs ES
+29.7%
+457.7%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.2% |
| 7D | +16.9% | +0.3% | +16.6% | +16.9% |
| 30D | -5.2% | -2.0% | -3.2% | -4.8% |
| 3M | -30.6% | +1.7% | -32.2% | -31.4% |
| 6M | +10.6% | -3.5% | +14.1% | +10.8% |
| YTD | +20.2% | +7.9% | +12.3% | +16.7% |
| 1Y | +139.7% | +17.2% | +122.6% | +128.2% |
| All | +487.4% | +29.7% | +457.7% | +347.1% |
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