+160.0%
CIFR vs ETHA
-30.2%
+190.2%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.1% | -5.6% | -5.6% |
| 7D | -8.2% | -2.4% | -5.8% | -6.7% |
| 30D | -7.4% | +30.9% | -38.3% | -23.6% |
| 3M | -24.2% | +51.1% | -75.3% | -44.2% |
| 6M | +14.2% | +20.5% | -6.3% | -1.0% |
| YTD | +8.0% | -17.3% | +25.2% | +20.7% |
| 1Y | +55.5% | -43.2% | +98.8% | +119.2% |
| All | +160.0% | -30.2% | +190.2% | +162.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling