+138.2%
CIFR vs EFA
+66.3%
+71.9%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.2% | -4.4% |
| 7D | +4.8% | +2.2% | +2.6% | -0.8% |
| 30D | -31.0% | +1.4% | -32.4% | -34.2% |
| 3M | -58.7% | -4.2% | -54.6% | -54.0% |
| 6M | -67.7% | +1.9% | -69.6% | -68.8% |
| YTD | -53.5% | +10.2% | -63.7% | -61.7% |
| 1Y | -54.1% | +12.8% | -66.8% | -64.2% |
| 3Y | +138.2% | +65.2% | +73.0% | -23.5% |
| All | +138.2% | +66.3% | +71.9% | -23.5% |
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