-27.8%
CIFR vs EWT
+217.3%
-245.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +5.0% |
| 7D | +28.8% | +13.2% | +15.6% | +6.6% |
| 30D | -36.9% | -14.3% | -22.7% | -18.9% |
| 3M | -60.0% | -8.4% | -51.6% | -53.0% |
| 6M | -64.4% | +3.7% | -68.1% | -64.8% |
| YTD | -51.6% | +53.1% | -104.6% | -72.5% |
| 1Y | -58.9% | +55.5% | -114.4% | -77.1% |
| 3Y | +139.9% | +155.6% | -15.7% | -24.0% |
| 5Y | -15.1% | +119.3% | -134.4% | -70.7% |
| All | -27.8% | +217.3% | -245.1% | -76.9% |
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