-28.2%
CIFR vs ESTC
-27.1%
-1.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +0.1% | +8.8% | +8.9% |
| 7D | +9.4% | -2.6% | +12.0% | +11.1% |
| 30D | -45.3% | -8.6% | -36.7% | -42.8% |
| 3M | -58.7% | +14.4% | -73.0% | -61.9% |
| 6M | -64.9% | +73.3% | -138.2% | -74.0% |
| YTD | -51.8% | +15.7% | -67.6% | -58.1% |
| 1Y | -61.9% | -7.6% | -54.3% | -63.4% |
| 3Y | +138.6% | +14.6% | +124.0% | +95.2% |
| 5Y | -13.0% | -50.0% | +37.1% | -27.2% |
| All | -28.2% | -27.1% | -1.1% | -41.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling