+138.2%
CIFR vs ETR
+155.2%
-17.0%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -3.9% | -4.0% |
| 7D | +4.8% | +1.2% | +3.7% | +4.1% |
| 30D | -31.0% | +7.0% | -38.0% | -34.2% |
| 3M | -58.7% | +4.6% | -63.3% | -60.0% |
| 6M | -67.7% | +0.1% | -67.8% | -67.9% |
| YTD | -53.5% | +23.2% | -76.7% | -59.4% |
| 1Y | -54.1% | +20.6% | -74.6% | -59.2% |
| 3Y | +138.2% | +156.3% | -18.1% | +86.6% |
| All | +138.2% | +155.2% | -17.0% | +86.6% |
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