-27.8%
CIFR vs ETR
+161.1%
-188.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +28.8% | +1.5% | +27.3% | +28.2% |
| 30D | -36.9% | +6.6% | -43.6% | -38.7% |
| 3M | -60.0% | +4.4% | -64.4% | -60.7% |
| 6M | -64.4% | -0.3% | -64.1% | -64.4% |
| YTD | -51.6% | +23.3% | -74.9% | -55.1% |
| 1Y | -58.9% | +18.9% | -77.7% | -61.3% |
| 3Y | +139.9% | +155.5% | -15.5% | +101.5% |
| 5Y | -15.1% | +159.9% | -175.0% | -27.0% |
| All | -27.8% | +161.1% | -188.8% | -37.8% |
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