+70.2%
CIFR vs EVRG
+88.0%
-17.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.3% | +5.4% | +5.6% |
| 7D | -5.0% | +0.1% | -5.1% | -5.0% |
| 30D | -5.7% | -1.2% | -4.5% | -5.2% |
| 3M | -25.5% | -0.6% | -24.9% | -25.7% |
| 6M | +19.4% | +2.4% | +17.0% | +17.6% |
| YTD | +14.2% | +15.5% | -1.3% | +7.5% |
| 1Y | +69.0% | +16.8% | +52.2% | +59.3% |
| 3Y | +503.9% | +75.0% | +428.9% | +395.4% |
| 5Y | +27.7% | +49.3% | -21.7% | +9.0% |
| All | +70.2% | +88.0% | -17.8% | +45.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling