+79.2%
CIFR vs ES
-3.3%
+82.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.3% |
| 7D | +16.9% | +0.3% | +16.6% | +16.9% |
| 30D | -5.2% | -2.0% | -3.2% | -4.7% |
| 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% | +16.4% |
| 1Y | +139.7% | +17.2% | +122.6% | +126.5% |
| 3Y | +489.4% | +29.3% | +460.1% | +421.1% |
| 5Y | +54.4% | -5.7% | +60.1% | +47.4% |
| All | +79.2% | -3.3% | +82.5% | +67.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling