+69.0%
CIFR vs CMG
-6.5%
+75.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.2% | +5.5% | +5.6% |
| 7D | -5.0% | -2.1% | -3.0% | -4.1% |
| 30D | -5.7% | +10.9% | -16.6% | -10.6% |
| 3M | -25.5% | +15.8% | -41.4% | -29.6% |
| 6M | +19.4% | +6.9% | +12.5% | +17.2% |
| YTD | +14.2% | -2.2% | +16.3% | +17.2% |
| 1Y | +69.0% | -7.1% | +76.1% | +77.1% |
| All | +69.0% | -6.5% | +75.5% | +77.1% |
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