+20.8%
CIFR vs ETN
+171.0%
-150.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.5% | -4.2% | -3.9% |
| 7D | -8.2% | +3.0% | -11.3% | -11.2% |
| 30D | -7.4% | -10.9% | +3.5% | +7.1% |
| 3M | -24.2% | +9.2% | -33.4% | -30.3% |
| 6M | +14.2% | +13.9% | +0.3% | +1.2% |
| YTD | +8.0% | +29.5% | -21.5% | -16.9% |
| 1Y | +55.5% | +14.2% | +41.3% | +41.3% |
| 3Y | +429.6% | +79.9% | +349.7% | +255.0% |
| 5Y | +20.8% | +175.7% | -154.9% | -50.3% |
| All | +20.8% | +171.0% | -150.3% | -50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling