-34.0%
CIFR vs CME
+140.1%
-174.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.5% | -5.6% | -4.0% |
| 7D | -19.6% | +1.7% | -21.2% | -19.5% |
| 30D | -51.7% | +10.2% | -61.9% | -51.7% |
| 3M | -60.0% | +17.8% | -77.8% | -60.1% |
| 6M | -68.2% | +11.0% | -79.2% | -68.0% |
| YTD | -55.8% | +17.0% | -72.8% | -56.0% |
| 1Y | -66.8% | +15.8% | -82.6% | -66.9% |
| 3Y | +119.1% | +61.8% | +57.4% | +93.5% |
| 5Y | -25.3% | +72.5% | -97.8% | -36.3% |
| All | -34.0% | +140.1% | -174.2% | -44.1% |
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