+26.9%
CIFR vs CMI
+164.8%
-137.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.2% | +4.5% | +4.2% |
| 7D | -5.0% | -0.7% | -4.3% | -3.9% |
| 30D | -5.7% | -12.4% | +6.7% | +12.0% |
| 3M | -25.5% | -14.8% | -10.8% | -7.0% |
| 6M | +19.4% | +0.8% | +18.6% | +23.2% |
| YTD | +14.2% | +10.2% | +4.0% | +7.8% |
| 1Y | +69.0% | +37.4% | +31.6% | +20.2% |
| 3Y | +503.9% | +153.3% | +350.7% | +127.5% |
| All | +26.9% | +164.8% | -137.9% | -52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling