+29.3%
CIFR vs EWT
+152.9%
-123.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.2% | -8.9% | -9.0% |
| 7D | +11.3% | +2.1% | +9.2% | +7.5% |
| 30D | +3.5% | +9.4% | -5.9% | -10.7% |
| 3M | -26.6% | +10.9% | -37.5% | -38.2% |
| 6M | +18.1% | +57.9% | -39.8% | -44.9% |
| YTD | +14.5% | +75.9% | -61.4% | -54.9% |
| 1Y | +83.3% | +89.7% | -6.4% | -34.6% |
| 3Y | +461.5% | +200.9% | +260.6% | +0.1% |
| 5Y | +29.3% | +154.5% | -125.2% | -73.8% |
| All | +29.3% | +152.9% | -123.6% | -73.8% |
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