-31.2%
CIFR vs EMR
+172.1%
-203.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.4% | -0.4% | -0.6% |
| 7D | -0.7% | +2.1% | -2.9% | -3.0% |
| 30D | -49.6% | +4.8% | -54.4% | -51.9% |
| 3M | -60.4% | +7.5% | -67.8% | -63.1% |
| 6M | -66.9% | +20.9% | -87.7% | -72.6% |
| YTD | -53.9% | +29.2% | -83.0% | -63.6% |
| 1Y | -67.1% | +33.0% | -100.1% | -74.7% |
| 3Y | +118.3% | +109.8% | +8.5% | +29.0% |
| 5Y | -26.9% | +91.9% | -118.8% | -55.5% |
| All | -31.2% | +172.1% | -203.3% | -59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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