+189.4%
CIFR vs ETHA
-30.3%
+219.7%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.6% | +4.8% | +4.0% |
| 7D | +16.9% | +0.8% | +16.1% | +16.6% |
| 30D | -5.2% | +27.9% | -33.1% | -20.5% |
| 3M | -30.6% | +38.3% | -68.9% | -45.4% |
| 6M | +10.6% | +14.0% | -3.4% | 0.0% |
| YTD | +20.2% | -17.4% | +37.6% | +34.4% |
| 1Y | +139.7% | -42.7% | +182.4% | +235.3% |
| All | +189.4% | -30.3% | +219.7% | +192.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling