-30.7%
CIFR vs EME
+837.0%
-867.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.5% | -3.6% |
| 7D | +4.8% | +8.4% | -3.6% | -2.8% |
| 30D | -31.0% | -11.5% | -19.5% | -20.8% |
| 3M | -58.7% | -20.6% | -38.1% | -47.2% |
| 6M | -67.7% | -28.5% | -39.2% | -54.0% |
| YTD | -53.5% | +8.0% | -61.5% | -51.3% |
| 1Y | -54.1% | +6.8% | -60.8% | -51.1% |
| 3Y | +138.2% | +213.9% | -75.7% | +53.5% |
| 5Y | -18.5% | +414.8% | -433.3% | -59.4% |
| All | -30.7% | +837.0% | -867.7% | -67.1% |
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