-71.1%
CIFR vs ETHA
-31.0%
-40.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +5.7% | -25.7% | -24.2% |
| 7D | -26.7% | +2.1% | -28.8% | -28.4% |
| 30D | -58.0% | -10.7% | -47.3% | -54.3% |
| 3M | -68.1% | +29.0% | -97.1% | -73.6% |
| 6M | -63.7% | +2.7% | -66.3% | -64.2% |
| YTD | -56.0% | -18.7% | -37.3% | -47.9% |
| 1Y | -71.1% | -24.8% | -46.3% | -64.2% |
| All | -71.1% | -31.0% | -40.1% | -64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 1y: compounded portfolio wealth divided by compounded ETHA 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…
1y analysis · Full analysis span regression · 6 months rolling