-71.1%
CIFR vs VWO
+5.9%
-77.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +1.7% | -21.6% | -25.1% |
| 7D | -26.7% | -1.3% | -25.4% | -24.4% |
| 30D | -58.0% | -7.1% | -50.9% | -46.6% |
| 3M | -68.1% | -6.1% | -62.0% | -60.5% |
| 6M | -63.7% | -3.9% | -59.8% | -57.2% |
| YTD | -56.0% | +5.0% | -61.0% | -63.1% |
| 1Y | -71.1% | +6.0% | -77.1% | -76.7% |
| All | -71.1% | +5.9% | -77.0% | -76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 1y: compounded portfolio wealth divided by compounded VWO 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…
1y analysis · Full analysis span regression · 6 months rolling