+79.2%
CIFR vs EVRG
+87.8%
-8.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.3% |
| 7D | +16.9% | +1.1% | +15.8% | +16.6% |
| 30D | -5.2% | -1.0% | -4.2% | -4.8% |
| 3M | -30.6% | +0.4% | -31.0% | -31.1% |
| 6M | +10.6% | -0.8% | +11.4% | +10.2% |
| YTD | +20.2% | +15.3% | +4.9% | +13.1% |
| 1Y | +139.7% | +17.9% | +121.8% | +125.2% |
| 3Y | +489.4% | +71.9% | +417.4% | +385.7% |
| 5Y | +54.4% | +45.3% | +9.1% | +31.8% |
| All | +79.2% | +87.8% | -8.6% | +53.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling