-71.1%
CIFR vs CMI
+10.9%
-82.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | -5.8% | -14.2% | -11.4% |
| 7D | -26.7% | -11.2% | -15.5% | -11.3% |
| 30D | -58.0% | -9.8% | -48.2% | -50.1% |
| 3M | -68.1% | -25.5% | -42.6% | -50.2% |
| 6M | -63.7% | -27.7% | -36.0% | -40.3% |
| YTD | -56.0% | -6.6% | -49.3% | -44.2% |
| 1Y | -71.1% | +11.7% | -82.8% | -67.6% |
| All | -71.1% | +10.9% | -82.0% | -67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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