+146.9%
CIFR vs ES
+50.8%
+96.1%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +1.3% | +7.6% | +8.9% |
| 7D | +9.4% | +0.1% | +9.3% | +9.3% |
| 30D | -45.3% | +6.7% | -52.0% | -45.7% |
| 3M | -58.7% | +0.3% | -59.0% | -58.6% |
| 6M | -64.9% | +7.4% | -72.3% | -65.6% |
| YTD | -51.8% | +8.4% | -60.2% | -52.8% |
| 1Y | -61.9% | +0.6% | -62.6% | -62.4% |
| All | +146.9% | +50.8% | +96.1% | +128.9% |
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