+79.2%
CIFR vs CME
+117.5%
-38.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.1% |
| 7D | +16.9% | -1.6% | +18.5% | +17.0% |
| 30D | -5.2% | +6.2% | -11.4% | -5.5% |
| 3M | -30.6% | +10.4% | -41.0% | -30.8% |
| 6M | +10.6% | -9.5% | +20.1% | +13.1% |
| YTD | +20.2% | +6.0% | +14.2% | +19.4% |
| 1Y | +139.7% | +9.3% | +130.5% | +136.6% |
| 3Y | +489.4% | +57.7% | +431.7% | +407.1% |
| 5Y | +54.4% | +77.7% | -23.3% | +31.3% |
| All | +79.2% | +117.5% | -38.3% | +51.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling