+138.2%
CIFR vs EVRG
+104.1%
+34.1%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.6% | -4.6% | -4.2% |
| 7D | +4.8% | +1.4% | +3.4% | +4.5% |
| 30D | -31.0% | +7.4% | -38.4% | -32.4% |
| 3M | -58.7% | +7.2% | -65.9% | -59.5% |
| 6M | -67.7% | +9.5% | -77.2% | -68.9% |
| YTD | -53.5% | +25.6% | -79.1% | -58.4% |
| 1Y | -54.1% | +20.4% | -74.4% | -57.9% |
| 3Y | +138.2% | +108.8% | +29.4% | +78.6% |
| All | +138.2% | +104.1% | +34.1% | +78.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling