-28.2%
CIFR vs EEM
+54.9%
-83.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +2.4% | +6.5% | +4.2% |
| 7D | +9.4% | +0.7% | +8.7% | +9.6% |
| 30D | -45.3% | -6.2% | -39.1% | -36.4% |
| 3M | -58.7% | -5.2% | -53.5% | -52.2% |
| 6M | -64.9% | -8.1% | -56.8% | -55.7% |
| YTD | -51.8% | +14.0% | -65.8% | -57.1% |
| 1Y | -61.9% | +13.8% | -75.7% | -65.8% |
| 3Y | +138.6% | +73.7% | +64.8% | +21.6% |
| 5Y | -13.0% | +34.6% | -47.5% | -45.0% |
| All | -28.2% | +54.9% | -83.1% | -54.9% |
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