-70.1%
CIFR vs CME
+8.1%
-78.2%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -0.4% | +18.4% | +17.4% |
| 7D | -10.2% | +0.9% | -11.1% | -8.8% |
| 30D | -55.0% | +13.2% | -68.2% | -48.6% |
| 3M | -64.1% | +16.3% | -80.3% | -57.8% |
| 6M | -70.1% | +7.1% | -77.3% | -64.7% |
| All | -70.1% | +8.1% | -78.2% | -64.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling