+87.0%
CIFR vs ESTC
-26.2%
+113.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.7% | +8.0% | +5.8% |
| 7D | +26.7% | -4.3% | +31.0% | +28.9% |
| 30D | +7.7% | +17.7% | -10.0% | -2.4% |
| 3M | -23.8% | +42.3% | -66.1% | -37.6% |
| 6M | +35.9% | +64.6% | -28.7% | +1.2% |
| YTD | +25.4% | +17.2% | +8.2% | +7.9% |
| 1Y | +139.8% | -4.2% | +144.0% | +122.6% |
| 3Y | +515.0% | +13.5% | +501.4% | +395.0% |
| 5Y | +52.1% | -45.5% | +97.6% | +26.4% |
| All | +87.0% | -26.2% | +113.1% | +51.2% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling