+61.0%
CIFR vs EWZ
+99.1%
-38.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.3% | -7.0% | -6.4% |
| 7D | -8.2% | +1.1% | -9.4% | -8.8% |
| 30D | -7.4% | +13.5% | -20.9% | -14.1% |
| 3M | -24.2% | +15.2% | -39.4% | -29.7% |
| 6M | +14.2% | +3.7% | +10.5% | +13.2% |
| YTD | +8.0% | +22.5% | -14.5% | -0.4% |
| 1Y | +55.5% | +35.3% | +20.3% | +37.2% |
| 3Y | +429.6% | +50.2% | +379.4% | +356.2% |
| 5Y | +20.8% | +64.6% | -43.8% | -0.2% |
| All | +61.0% | +99.1% | -38.1% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 10y: compounded portfolio wealth divided by compounded EWZ 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…
10y analysis · Full analysis span regression · 6 months rolling