-34.0%
CIFR vs CMS
+29.9%
-63.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.3% | -4.4% | -4.1% |
| 7D | -19.6% | +0.5% | -20.1% | -19.6% |
| 30D | -51.7% | +7.4% | -59.1% | -51.8% |
| 3M | -60.0% | +1.9% | -61.9% | -60.0% |
| 6M | -68.2% | -2.3% | -65.9% | -68.3% |
| YTD | -55.8% | +3.0% | -58.7% | -56.1% |
| 1Y | -66.8% | -2.8% | -64.0% | -66.7% |
| 3Y | +119.1% | +37.9% | +81.2% | +98.5% |
| 5Y | -25.3% | +34.0% | -59.2% | -30.8% |
| All | -34.0% | +29.9% | -63.9% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 10y: compounded portfolio wealth divided by compounded CMS 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…
10y analysis · Full analysis span regression · 6 months rolling