+61.0%
CIFR vs ETR
+146.6%
-85.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.3% | -4.3% | -5.2% |
| 7D | -8.2% | -1.9% | -6.3% | -7.5% |
| 30D | -7.4% | -0.2% | -7.2% | -7.1% |
| 3M | -24.2% | -3.7% | -20.4% | -22.9% |
| 6M | +14.2% | +2.1% | +12.1% | +13.5% |
| YTD | +8.0% | +16.5% | -8.5% | +2.7% |
| 1Y | +55.5% | +22.5% | +33.0% | +47.1% |
| 3Y | +429.6% | +144.7% | +284.9% | +355.5% |
| 5Y | +20.8% | +125.2% | -104.5% | +6.3% |
| All | +61.0% | +146.6% | -85.6% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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