-71.1%
CIFR vs EVRG
+15.1%
-86.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +0.9% | -20.8% | -19.6% |
| 7D | -26.7% | +2.3% | -29.0% | -26.3% |
| 30D | -58.0% | +9.0% | -67.0% | -57.7% |
| 3M | -68.1% | +3.7% | -71.8% | -67.9% |
| 6M | -63.7% | +6.8% | -70.5% | -64.1% |
| YTD | -56.0% | +21.9% | -77.9% | -62.6% |
| 1Y | -71.1% | +15.8% | -86.9% | -72.0% |
| All | -71.1% | +15.1% | -86.2% | -72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 1y: compounded portfolio wealth divided by compounded EVRG 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…
1y analysis · Full analysis span regression · 6 months rolling