+487.4%
CIFR vs ESTC
+25.2%
+462.3%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.5% | +6.6% | +3.5% |
| 7D | +16.9% | -8.1% | +25.0% | +19.9% |
| 30D | -5.2% | +31.7% | -36.9% | -15.3% |
| 3M | -30.6% | +41.1% | -71.6% | -40.0% |
| 6M | +10.6% | +77.1% | -66.5% | -14.9% |
| YTD | +20.2% | +21.7% | -1.5% | +7.4% |
| 1Y | +139.7% | +8.4% | +131.3% | +121.0% |
| All | +487.4% | +25.2% | +462.3% | +470.0% |
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