+79.2%
CIFR vs EWT
+266.0%
-186.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.9% | +0.3% | -0.7% |
| 7D | +16.9% | +4.0% | +13.0% | +10.1% |
| 30D | -5.2% | +10.3% | -15.5% | -18.0% |
| 3M | -30.6% | +6.1% | -36.6% | -35.7% |
| 6M | +10.6% | +56.6% | -46.0% | -41.8% |
| YTD | +20.2% | +76.6% | -56.4% | -46.4% |
| 1Y | +139.7% | +97.9% | +41.9% | -6.3% |
| 3Y | +489.4% | +198.0% | +291.4% | +45.3% |
| 5Y | +54.4% | +151.8% | -97.4% | -58.4% |
| All | +79.2% | +266.0% | -186.8% | -54.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling