+68.7%
CIFR vs CME
+66.3%
+2.3%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -0.4% | +18.4% | +17.7% |
| 7D | -10.2% | +0.9% | -11.1% | -9.6% |
| 30D | -55.0% | +13.2% | -68.2% | -52.2% |
| 3M | -64.1% | +16.3% | -80.3% | -61.3% |
| 6M | -70.1% | +7.1% | -77.3% | -67.8% |
| YTD | -55.7% | +15.8% | -71.5% | -51.7% |
| 1Y | -69.9% | +17.1% | -86.9% | -67.1% |
| 3Y | +68.7% | +63.2% | +5.5% | +58.5% |
| All | +68.7% | +66.3% | +2.3% | +58.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling