+79.2%
CIFR vs EWZ
+95.5%
-16.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.6% |
| 7D | +16.9% | +6.5% | +10.4% | +12.6% |
| 30D | -5.2% | +4.8% | -10.0% | -8.0% |
| 3M | -30.6% | +9.9% | -40.5% | -33.8% |
| 6M | +10.6% | +1.9% | +8.7% | +10.8% |
| YTD | +20.2% | +20.3% | -0.1% | +12.0% |
| 1Y | +139.7% | +35.6% | +104.1% | +111.7% |
| 3Y | +489.4% | +43.4% | +445.9% | +415.6% |
| 5Y | +54.4% | +55.9% | -1.6% | +28.9% |
| All | +79.2% | +95.5% | -16.3% | +45.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling