-31.2%
CIFR vs ESI
+188.7%
-219.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.1% | -1.1% | -0.8% |
| 7D | -0.7% | -3.5% | +2.7% | +4.6% |
| 30D | -49.6% | -9.3% | -40.4% | -43.5% |
| 3M | -60.4% | -12.8% | -47.6% | -53.6% |
| 6M | -66.9% | -24.6% | -42.3% | -56.1% |
| YTD | -53.9% | +32.7% | -86.6% | -62.7% |
| 1Y | -67.1% | +20.3% | -87.4% | -70.9% |
| 3Y | +118.3% | +80.2% | +38.1% | +51.0% |
| 5Y | -26.9% | +40.0% | -66.8% | -46.3% |
| All | -31.2% | +188.7% | -219.9% | -51.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling