-30.7%
CIFR vs CME
+147.0%
-177.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.8% | -4.8% | -4.0% |
| 7D | +4.8% | +3.9% | +0.9% | +5.0% |
| 30D | -31.0% | +11.3% | -42.3% | -30.8% |
| 3M | -58.7% | +19.6% | -78.3% | -58.7% |
| 6M | -67.7% | +8.1% | -75.8% | -67.2% |
| YTD | -53.5% | +20.4% | -73.9% | -53.7% |
| 1Y | -54.1% | +16.5% | -70.5% | -54.0% |
| 3Y | +138.2% | +66.4% | +71.7% | +110.6% |
| 5Y | -18.5% | +74.5% | -93.0% | -30.4% |
| All | -30.7% | +147.0% | -177.7% | -41.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling