-21.0%
CIFR vs ES
+6.6%
-27.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.8% | -4.9% | -4.2% |
| 7D | +4.8% | +2.7% | +2.1% | +4.3% |
| 30D | -31.0% | +7.6% | -38.6% | -32.6% |
| 3M | -58.7% | +0.5% | -59.2% | -58.9% |
| 6M | -67.7% | +7.6% | -75.3% | -68.8% |
| YTD | -53.5% | +10.2% | -63.7% | -55.6% |
| 1Y | -54.1% | +1.8% | -55.9% | -55.1% |
| 3Y | +138.2% | +55.4% | +82.8% | +89.7% |
| All | -21.0% | +6.6% | -27.5% | -16.1% |
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