-29.5%
CIFR vs ES
+1.4%
-30.9%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -2.9% | +20.8% | +18.5% |
| 7D | -10.2% | +1.9% | -12.1% | -11.0% |
| 30D | -55.0% | +7.1% | -62.1% | -56.2% |
| 3M | -64.1% | -1.9% | -62.1% | -64.0% |
| 6M | -70.1% | +4.4% | -74.5% | -71.0% |
| YTD | -55.7% | +7.3% | -63.0% | -57.4% |
| 1Y | -69.9% | +2.1% | -72.0% | -70.7% |
| 3Y | +68.7% | +41.8% | +26.8% | +39.6% |
| All | -29.5% | +1.4% | -30.9% | -28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling