-33.9%
CIFR vs ESTC
-28.1%
-5.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +2.2% | +15.7% | +17.0% |
| 7D | -10.2% | -11.5% | +1.3% | -5.1% |
| 30D | -55.0% | -7.5% | -47.5% | -53.2% |
| 3M | -64.1% | +23.1% | -87.1% | -68.0% |
| 6M | -70.1% | +75.3% | -145.4% | -78.0% |
| YTD | -55.7% | +14.1% | -69.8% | -61.2% |
| 1Y | -69.9% | -0.6% | -69.3% | -72.1% |
| 3Y | +68.7% | +20.8% | +47.9% | +34.2% |
| 5Y | -26.2% | -48.8% | +22.5% | -37.9% |
| All | -33.9% | -28.1% | -5.8% | -45.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling