+118.3%
CIFR vs EMB
+30.0%
+88.3%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.4% | +1.4% |
| 7D | -0.7% | +0.8% | -1.6% | -5.0% |
| 30D | -49.6% | +1.5% | -51.1% | -53.2% |
| 3M | -60.4% | -1.9% | -58.4% | -57.1% |
| 6M | -66.9% | -1.6% | -65.3% | -64.2% |
| YTD | -53.9% | 0.0% | -53.9% | -52.3% |
| 1Y | -67.1% | +1.1% | -68.1% | -67.3% |
| 3Y | +118.3% | +30.9% | +87.4% | +20.3% |
| All | +118.3% | +30.0% | +88.3% | +20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling