-34.0%
CIFR vs ESI
+186.9%
-220.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -3.5% |
| 7D | -19.6% | -6.6% | -13.0% | -12.9% |
| 30D | -51.7% | -9.8% | -41.9% | -45.5% |
| 3M | -60.0% | -11.9% | -48.1% | -53.6% |
| 6M | -68.2% | -25.1% | -43.1% | -57.6% |
| YTD | -55.8% | +31.9% | -87.7% | -64.0% |
| 1Y | -66.8% | +19.2% | -86.0% | -70.4% |
| 3Y | +119.1% | +76.2% | +43.0% | +54.2% |
| 5Y | -25.3% | +39.4% | -64.7% | -44.8% |
| All | -34.0% | +186.9% | -220.9% | -53.4% |
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