+138.2%
CIFR vs EWZ
+19.5%
+118.7%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.4% | -5.4% | -5.4% |
| 7D | +4.8% | +0.8% | +4.1% | +4.1% |
| 30D | -31.0% | -24.4% | -6.6% | -12.2% |
| 3M | -58.7% | -4.6% | -54.1% | -61.8% |
| 6M | -67.7% | -11.6% | -56.1% | -66.5% |
| YTD | -53.5% | +2.4% | -55.9% | -58.5% |
| 1Y | -54.1% | +2.1% | -56.1% | -59.3% |
| 3Y | +138.2% | +18.7% | +119.5% | +103.2% |
| All | +138.2% | +19.5% | +118.7% | +103.2% |
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 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