+139.7%
CIFR vs CMI
+45.0%
+94.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.8% | -0.7% | -1.5% |
| 7D | +16.9% | -0.7% | +17.7% | +18.0% |
| 30D | -5.2% | -13.4% | +8.3% | +15.3% |
| 3M | -30.6% | -17.0% | -13.6% | -9.8% |
| 6M | +10.6% | -1.6% | +12.2% | +17.7% |
| YTD | +20.2% | +11.0% | +9.2% | +22.1% |
| 1Y | +139.7% | +41.9% | +97.8% | +141.9% |
| All | +139.7% | +45.0% | +94.8% | +141.9% |
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