-71.1%
CIFR vs ESTC
+1.6%
-72.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | -0.9% | -19.1% | -19.9% |
| 7D | -26.7% | -15.9% | -10.9% | -26.5% |
| 30D | -58.0% | -5.5% | -52.5% | -57.8% |
| 3M | -68.1% | +26.2% | -94.3% | -67.7% |
| 6M | -63.7% | +77.0% | -140.7% | -64.6% |
| YTD | -56.0% | +18.9% | -74.8% | -55.0% |
| 1Y | -71.1% | +1.3% | -72.4% | -70.2% |
| All | -71.1% | +1.6% | -72.7% | -70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 1y: compounded portfolio wealth divided by compounded ESTC 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…
1y analysis · Full analysis span regression · 6 months rolling