-29.5%
CIFR vs EMB
+6.6%
-36.0%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | 0.0% | +17.9% | +17.9% |
| 7D | -10.2% | -0.1% | -10.1% | -10.5% |
| 30D | -55.0% | +1.3% | -56.3% | -56.9% |
| 3M | -64.1% | -2.2% | -61.8% | -61.9% |
| 6M | -70.1% | -2.3% | -67.8% | -67.9% |
| YTD | -55.7% | -0.6% | -55.0% | -53.7% |
| 1Y | -69.9% | +0.5% | -70.3% | -69.4% |
| 3Y | +68.7% | +29.4% | +39.3% | +1.4% |
| All | -29.5% | +6.6% | -36.0% | -51.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling