+87.0%
CIFR vs CMG
+37.4%
+49.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | +26.7% | -1.5% | +28.2% | +27.5% |
| 30D | +7.7% | +12.7% | -5.0% | -0.5% |
| 3M | -23.8% | +26.3% | -50.1% | -34.6% |
| 6M | +35.9% | +4.5% | +31.4% | +29.5% |
| YTD | +25.4% | -0.1% | +25.5% | +22.7% |
| 1Y | +139.8% | -6.8% | +146.6% | +140.6% |
| 3Y | +515.0% | -5.0% | +519.9% | +493.5% |
| 5Y | +52.1% | -3.0% | +55.1% | +28.8% |
| All | +87.0% | +37.4% | +49.6% | +52.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling