+505.7%
CIFR vs EVRG
+71.7%
+434.1%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.2% | -7.5% | -8.2% |
| 7D | +11.3% | +0.6% | +10.8% | +11.2% |
| 30D | +3.5% | -0.2% | +3.7% | +3.8% |
| 3M | -26.6% | -0.5% | -26.2% | -27.1% |
| 6M | +18.1% | +0.2% | +17.9% | +16.7% |
| YTD | +14.5% | +14.9% | -0.4% | +4.9% |
| 1Y | +83.3% | +18.2% | +65.1% | +67.4% |
| All | +505.7% | +71.7% | +434.1% | +304.6% |
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