-64.1%
CIFR vs CME
+15.5%
-79.5%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -0.4% | +18.4% | +17.1% |
| 7D | -10.2% | +0.9% | -11.1% | -8.1% |
| 30D | -55.0% | +13.2% | -68.2% | -47.1% |
| 3M | -64.1% | +16.3% | -80.3% | -55.4% |
| All | -64.1% | +15.5% | -79.5% | -55.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling