-30.7%
CIFR vs EWT
+217.7%
-248.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.2% | -4.3% |
| 7D | +4.8% | +9.1% | -4.3% | -8.8% |
| 30D | -31.0% | -12.2% | -18.8% | -14.8% |
| 3M | -58.7% | -9.4% | -49.3% | -50.6% |
| 6M | -67.7% | +2.7% | -70.4% | -67.6% |
| YTD | -53.5% | +53.3% | -106.8% | -73.7% |
| 1Y | -54.1% | +59.2% | -113.2% | -75.4% |
| 3Y | +138.2% | +157.1% | -18.9% | -25.1% |
| 5Y | -18.5% | +119.6% | -138.1% | -72.0% |
| All | -30.7% | +217.7% | -248.4% | -77.9% |
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