+70.2%
CIFR vs ETN
+332.8%
-262.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.0% | +1.7% | +1.4% |
| 7D | -5.0% | +3.5% | -8.6% | -8.2% |
| 30D | -5.7% | -7.5% | +1.8% | +3.4% |
| 3M | -25.5% | +8.3% | -33.9% | -30.3% |
| 6M | +19.4% | +20.2% | -0.8% | +1.9% |
| YTD | +14.2% | +34.7% | -20.5% | -12.7% |
| 1Y | +69.0% | +19.4% | +49.6% | +49.1% |
| 3Y | +503.9% | +85.5% | +418.4% | +324.4% |
| 5Y | +27.7% | +186.6% | -158.9% | -34.6% |
| All | +70.2% | +332.8% | -262.6% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 10y: compounded portfolio wealth divided by compounded ETN 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…
10y analysis · Full analysis span regression · 6 months rolling