+69.0%
CIFR vs CMI
+39.5%
+29.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.2% | +4.5% | +4.1% |
| 7D | -5.0% | -0.7% | -4.3% | -3.9% |
| 30D | -5.7% | -12.4% | +6.7% | +13.1% |
| 3M | -25.5% | -14.8% | -10.8% | -6.7% |
| 6M | +19.4% | +0.8% | +18.6% | +23.9% |
| YTD | +14.2% | +10.2% | +4.0% | +16.7% |
| 1Y | +69.0% | +37.4% | +31.6% | +68.8% |
| All | +69.0% | +39.5% | +29.5% | +68.8% |
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