-29.5%
CIFR vs ESTC
-48.9%
+19.4%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +2.2% | +15.7% | +16.9% |
| 7D | -10.2% | -11.5% | +1.3% | -4.4% |
| 30D | -55.0% | -7.5% | -47.5% | -53.0% |
| 3M | -64.1% | +23.1% | -87.1% | -68.6% |
| 6M | -70.1% | +75.3% | -145.4% | -79.1% |
| YTD | -55.7% | +14.1% | -69.8% | -62.1% |
| 1Y | -69.9% | -0.6% | -69.3% | -72.5% |
| 3Y | +68.7% | +20.8% | +47.9% | +24.5% |
| All | -29.5% | -48.9% | +19.4% | -39.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling