+505.7%
CIFR vs EFA
+64.9%
+440.8%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.1% | -7.6% | -5.8% |
| 7D | +11.3% | -0.5% | +11.8% | +13.2% |
| 30D | +3.5% | -1.3% | +4.8% | +8.0% |
| 3M | -26.6% | +5.2% | -31.8% | -34.6% |
| 6M | +18.1% | +9.4% | +8.7% | -2.2% |
| YTD | +14.5% | +12.7% | +1.8% | -10.2% |
| 1Y | +83.3% | +19.3% | +64.0% | +26.0% |
| All | +505.7% | +64.9% | +440.8% | +81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 3y: compounded portfolio wealth divided by compounded EFA 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…
3y analysis · Full analysis span regression · 6 months rolling