-31.2%
CIFR vs EMB
+11.0%
-42.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.4% | +2.5% |
| 7D | -0.7% | +0.8% | -1.6% | -3.3% |
| 30D | -49.6% | +1.5% | -51.1% | -51.7% |
| 3M | -60.4% | -1.9% | -58.4% | -58.4% |
| 6M | -66.9% | -1.6% | -65.3% | -65.2% |
| YTD | -53.9% | 0.0% | -53.9% | -52.7% |
| 1Y | -67.1% | +1.1% | -68.1% | -67.0% |
| 3Y | +118.3% | +30.9% | +87.4% | +34.6% |
| 5Y | -26.9% | +7.1% | -33.9% | -48.4% |
| All | -31.2% | +11.0% | -42.2% | -52.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling