-34.0%
CIFR vs EMB
+10.3%
-44.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -2.6% |
| 7D | -19.6% | +0.5% | -20.1% | -20.9% |
| 30D | -51.7% | +0.9% | -52.6% | -53.0% |
| 3M | -60.0% | -2.1% | -57.9% | -57.9% |
| 6M | -68.2% | -2.2% | -66.0% | -66.1% |
| YTD | -55.8% | -0.6% | -55.2% | -53.9% |
| 1Y | -66.8% | +0.2% | -67.0% | -66.0% |
| 3Y | +119.1% | +29.5% | +89.6% | +38.4% |
| 5Y | -25.3% | +8.0% | -33.3% | -46.9% |
| All | -34.0% | +10.3% | -44.3% | -53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 10y: compounded portfolio wealth divided by compounded EMB 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…
10y analysis · Full analysis span regression · 6 months rolling