-15.6%
CIFR vs EEM
+34.6%
-50.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +2.4% | +6.5% | +3.5% |
| 7D | +9.4% | +0.7% | +8.7% | +9.5% |
| 30D | -45.3% | -6.2% | -39.1% | -35.2% |
| 3M | -58.7% | -5.2% | -53.5% | -51.4% |
| 6M | -64.9% | -8.1% | -56.8% | -54.7% |
| YTD | -51.8% | +14.0% | -65.8% | -59.4% |
| 1Y | -61.9% | +13.8% | -75.7% | -67.6% |
| 3Y | +138.6% | +73.7% | +64.8% | -2.3% |
| All | -15.6% | +34.6% | -50.1% | -48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling