+70.2%
CIFR vs EME
+1,008.7%
-938.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.3% | +1.4% | +1.8% |
| 7D | -5.0% | +3.5% | -8.5% | -7.6% |
| 30D | -5.7% | -6.3% | +0.6% | +0.6% |
| 3M | -25.5% | -3.8% | -21.8% | -21.2% |
| 6M | +19.4% | +8.5% | +10.9% | +17.3% |
| YTD | +14.2% | +27.8% | -13.6% | -0.5% |
| 1Y | +69.0% | +22.2% | +46.8% | +53.2% |
| 3Y | +503.9% | +253.5% | +250.5% | +229.2% |
| 5Y | +27.7% | +578.6% | -551.0% | -47.6% |
| All | +70.2% | +1,008.7% | -938.5% | -32.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling