-13.0%
CIFR vs EWT
+127.6%
-140.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +5.8% | +3.1% | -1.0% |
| 7D | +9.4% | +3.2% | +6.2% | +3.7% |
| 30D | -45.3% | -12.3% | -33.0% | -30.3% |
| 3M | -58.7% | -3.6% | -55.1% | -54.8% |
| 6M | -64.9% | +3.1% | -68.1% | -65.7% |
| YTD | -51.8% | +57.7% | -109.5% | -76.7% |
| 1Y | -61.9% | +60.3% | -122.2% | -82.1% |
| 3Y | +138.6% | +163.4% | -24.8% | -46.4% |
| 5Y | -13.0% | +127.4% | -140.4% | -75.8% |
| All | -13.0% | +127.6% | -140.6% | -75.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling