+61.0%
CIFR vs EWT
+255.4%
-194.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.5% | -3.1% | -1.8% |
| 7D | -8.2% | -1.1% | -7.1% | -6.7% |
| 30D | -7.4% | +4.8% | -12.2% | -13.4% |
| 3M | -24.2% | +11.1% | -35.3% | -35.0% |
| 6M | +14.2% | +54.6% | -40.4% | -38.9% |
| YTD | +8.0% | +71.4% | -63.5% | -49.6% |
| 1Y | +55.5% | +82.1% | -26.6% | -31.8% |
| 3Y | +429.6% | +193.2% | +236.3% | +34.5% |
| 5Y | +20.8% | +146.1% | -125.3% | -66.0% |
| All | +61.0% | +255.4% | -194.4% | -57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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