+515.0%
CIFR vs EWZ
+50.2%
+464.7%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.0% | +2.4% | +1.7% |
| 7D | +26.7% | +5.6% | +21.1% | +18.0% |
| 30D | +7.7% | +9.3% | -1.5% | -4.7% |
| 3M | -23.8% | +15.7% | -39.5% | -36.3% |
| 6M | +35.9% | +7.4% | +28.5% | +26.1% |
| YTD | +25.4% | +22.7% | +2.7% | +1.0% |
| 1Y | +139.8% | +36.4% | +103.4% | +69.2% |
| 3Y | +515.0% | +50.4% | +464.6% | +326.8% |
| All | +515.0% | +50.2% | +464.7% | +326.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling