-71.1%
CIFR vs EME
-3.1%
-68.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | -9.6% | -10.3% | -5.1% |
| 7D | -26.7% | -5.8% | -20.9% | -18.0% |
| 30D | -58.0% | -17.9% | -40.1% | -42.1% |
| 3M | -68.1% | -22.0% | -46.1% | -52.1% |
| 6M | -63.7% | -29.7% | -34.0% | -34.6% |
| YTD | -56.0% | +4.7% | -60.7% | -62.3% |
| 1Y | -71.1% | -2.1% | -69.0% | -69.7% |
| All | -71.1% | -3.1% | -68.0% | -69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 1y: compounded portfolio wealth divided by compounded EME 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…
1y analysis · Full analysis span regression · 6 months rolling