+138.2%
CIFR vs ESTC
+14.8%
+123.4%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.0% | -3.7% |
| 7D | +4.8% | +2.4% | +2.4% | +4.0% |
| 30D | -31.0% | -4.2% | -26.7% | -29.5% |
| 3M | -58.7% | +2.5% | -61.2% | -59.4% |
| 6M | -67.7% | +81.5% | -149.2% | -75.5% |
| YTD | -53.5% | +16.8% | -70.4% | -58.1% |
| 1Y | -54.1% | -3.5% | -50.6% | -54.9% |
| 3Y | +138.2% | +17.7% | +120.5% | +120.6% |
| All | +138.2% | +14.8% | +123.4% | +120.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling