+70.2%
CIFR vs EEM
+69.4%
+0.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.3% | +4.5% | +3.4% |
| 7D | -5.0% | -1.3% | -3.8% | -2.5% |
| 30D | -5.7% | +2.1% | -7.8% | -8.2% |
| 3M | -25.5% | +1.0% | -26.6% | -24.8% |
| 6M | +19.4% | +15.9% | +3.5% | -3.0% |
| YTD | +14.2% | +24.6% | -10.5% | -17.0% |
| 1Y | +69.0% | +32.3% | +36.7% | +13.8% |
| 3Y | +503.9% | +85.9% | +418.0% | +160.3% |
| 5Y | +27.7% | +45.4% | -17.7% | -33.9% |
| All | +70.2% | +69.4% | +0.8% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EEM.
Daily Out/Under-Performance
Portfolio return minus EEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EEM 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 EEM 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