+138.2%
CIFR vs EWT
+157.5%
-19.3%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.2% | -4.3% |
| 7D | +4.8% | +9.1% | -4.3% | -10.5% |
| 30D | -31.0% | -12.2% | -18.8% | -12.7% |
| 3M | -58.7% | -9.4% | -49.3% | -49.7% |
| 6M | -67.7% | +2.7% | -70.4% | -68.4% |
| YTD | -53.5% | +53.3% | -106.8% | -77.2% |
| 1Y | -54.1% | +59.2% | -113.2% | -78.9% |
| 3Y | +138.2% | +157.1% | -18.9% | -36.4% |
| All | +138.2% | +157.5% | -19.3% | -36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling