+20.8%
CIFR vs CMG
-6.2%
+27.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.3% | -6.0% | -5.9% |
| 7D | -8.2% | -3.8% | -4.4% | -5.8% |
| 30D | -7.4% | +12.9% | -20.3% | -15.3% |
| 3M | -24.2% | +18.8% | -42.9% | -33.4% |
| 6M | +14.2% | +4.1% | +10.1% | +8.3% |
| YTD | +8.0% | -2.4% | +10.3% | +6.9% |
| 1Y | +55.5% | -6.7% | +62.2% | +55.7% |
| 3Y | +429.6% | -7.1% | +436.7% | +395.6% |
| 5Y | +20.8% | -5.0% | +25.7% | +26.1% |
| All | +20.8% | -6.2% | +27.0% | +26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling