+87.0%
CIFR vs CMI
+189.1%
-102.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.2% |
| 7D | +26.7% | +1.9% | +24.8% | +23.8% |
| 30D | +7.7% | -12.5% | +20.3% | +25.7% |
| 3M | -23.8% | -16.2% | -7.6% | -5.0% |
| 6M | +35.9% | +4.9% | +31.0% | +34.8% |
| YTD | +25.4% | +11.1% | +14.3% | +19.5% |
| 1Y | +139.8% | +43.4% | +96.4% | +73.1% |
| 3Y | +515.0% | +154.1% | +360.9% | +178.7% |
| 5Y | +52.1% | +169.5% | -117.4% | -35.2% |
| All | +87.0% | +189.1% | -102.1% | -20.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling