-71.1%
CIFR vs CMG
+12.0%
-83.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +5.8% | -25.8% | -20.9% |
| 7D | -26.7% | +22.5% | -49.2% | -30.4% |
| 30D | -58.0% | +14.1% | -72.1% | -59.3% |
| 3M | -68.1% | +4.1% | -72.2% | -68.5% |
| 6M | -63.7% | +10.1% | -73.7% | -64.1% |
| YTD | -56.0% | -4.9% | -51.1% | -52.9% |
| 1Y | -71.1% | +10.9% | -82.0% | -71.0% |
| All | -71.1% | +12.0% | -83.1% | -71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 1y: compounded portfolio wealth divided by compounded CMG 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…
1y analysis · Full analysis span regression · 6 months rolling