+11.9%
CIFR vs ETHA
-44.8%
+56.7%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.3% | -0.7% | -1.7% |
| 7D | +4.8% | -12.5% | +17.4% | +15.0% |
| 30D | -31.0% | -19.8% | -11.2% | -19.5% |
| 3M | -58.7% | +3.1% | -61.8% | -59.6% |
| 6M | -67.7% | -13.8% | -53.9% | -64.5% |
| YTD | -53.5% | -34.6% | -18.9% | -38.5% |
| 1Y | -54.1% | -38.7% | -15.3% | -37.1% |
| All | +11.9% | -44.8% | +56.7% | +33.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling