-30.7%
CIFR vs EEM
+52.1%
-82.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -3.4% |
| 7D | +4.8% | +2.7% | +2.1% | -0.2% |
| 30D | -31.0% | -5.4% | -25.6% | -21.5% |
| 3M | -58.7% | -8.6% | -50.1% | -48.7% |
| 6M | -67.7% | -8.9% | -58.8% | -58.5% |
| YTD | -53.5% | +11.9% | -65.5% | -57.2% |
| 1Y | -54.1% | +13.1% | -67.1% | -58.3% |
| 3Y | +138.2% | +70.7% | +67.5% | +25.6% |
| 5Y | -18.5% | +31.8% | -50.3% | -46.7% |
| All | -30.7% | +52.1% | -82.8% | -55.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling