+175.7%
CIFR vs ETHA
-30.1%
+205.8%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.7% | -8.0% | -8.2% |
| 7D | +11.3% | +2.9% | +8.4% | +9.5% |
| 30D | +3.5% | +31.4% | -27.9% | -14.9% |
| 3M | -26.6% | +48.9% | -75.5% | -45.4% |
| 6M | +18.1% | +20.9% | -2.8% | +2.2% |
| YTD | +14.5% | -17.2% | +31.7% | +27.9% |
| 1Y | +83.3% | -42.8% | +126.1% | +157.0% |
| All | +175.7% | -30.1% | +205.8% | +178.3% |
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