+70.2%
CIFR vs VWO
+59.2%
+11.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.7% | +5.0% | +4.4% |
| 7D | -5.0% | -1.8% | -3.2% | -1.4% |
| 30D | -5.7% | -0.1% | -5.6% | -4.9% |
| 3M | -25.5% | +2.2% | -27.8% | -27.2% |
| 6M | +19.4% | +8.8% | +10.7% | +7.7% |
| YTD | +14.2% | +12.4% | +1.8% | -1.2% |
| 1Y | +69.0% | +15.6% | +53.4% | +42.6% |
| 3Y | +503.9% | +62.5% | +441.4% | +221.5% |
| 5Y | +27.7% | +34.3% | -6.6% | -20.7% |
| All | +70.2% | +59.2% | +11.0% | +4.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling