-27.8%
CIFR vs EEM
+52.7%
-80.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.0% | +3.4% |
| 7D | +28.8% | +5.3% | +23.5% | +17.4% |
| 30D | -36.9% | -7.0% | -30.0% | -25.7% |
| 3M | -60.0% | -8.0% | -52.0% | -51.0% |
| 6M | -64.4% | -6.6% | -57.7% | -56.1% |
| YTD | -51.6% | +12.3% | -63.9% | -55.7% |
| 1Y | -58.9% | +12.2% | -71.0% | -62.0% |
| 3Y | +139.9% | +71.2% | +68.7% | +25.6% |
| 5Y | -15.1% | +32.2% | -47.3% | -44.8% |
| All | -27.8% | +52.7% | -80.4% | -53.4% |
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