+515.0%
CIFR vs ETR
+153.2%
+361.8%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.2% | +3.2% | +3.6% |
| 7D | +26.7% | +1.4% | +25.3% | +25.6% |
| 30D | +7.7% | +1.9% | +5.9% | +6.8% |
| 3M | -23.8% | +1.0% | -24.8% | -24.2% |
| 6M | +35.9% | +4.8% | +31.1% | +31.4% |
| YTD | +25.4% | +19.5% | +5.9% | +11.7% |
| 1Y | +139.8% | +28.1% | +111.7% | +110.2% |
| 3Y | +515.0% | +151.1% | +363.8% | +317.5% |
| All | +515.0% | +153.2% | +361.8% | +317.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling