-27.8%
CIFR vs ESI
+191.9%
-219.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +2.6% |
| 7D | +28.8% | +8.3% | +20.5% | +20.0% |
| 30D | -36.9% | -10.4% | -26.5% | -28.1% |
| 3M | -60.0% | -13.2% | -46.8% | -53.0% |
| 6M | -64.4% | -23.9% | -40.5% | -53.1% |
| YTD | -51.6% | +34.2% | -85.8% | -61.1% |
| 1Y | -58.9% | +22.2% | -81.1% | -64.2% |
| 3Y | +139.9% | +79.2% | +60.7% | +66.3% |
| 5Y | -15.1% | +38.1% | -53.2% | -38.2% |
| All | -27.8% | +191.9% | -219.6% | -49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 10y: compounded portfolio wealth divided by compounded ESI 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…
10y analysis · Full analysis span regression · 6 months rolling