+70.7%
CIFR vs CME
+113.4%
-42.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.8% | -7.9% | -8.7% |
| 7D | +11.3% | -0.6% | +12.0% | +11.4% |
| 30D | +3.5% | +4.7% | -1.2% | +3.2% |
| 3M | -26.6% | +7.8% | -34.5% | -26.8% |
| 6M | +18.1% | -11.0% | +29.1% | +20.8% |
| YTD | +14.5% | +4.0% | +10.5% | +13.8% |
| 1Y | +83.3% | +9.1% | +74.2% | +80.5% |
| 3Y | +461.5% | +52.3% | +409.2% | +385.8% |
| 5Y | +29.3% | +76.1% | -46.8% | +10.0% |
| All | +70.7% | +113.4% | -42.7% | +44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded CME 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling