+139.8%
CIFR vs CMS
-0.5%
+140.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.9% | +4.6% |
| 7D | +26.7% | +1.2% | +25.5% | +27.4% |
| 30D | +7.7% | -3.2% | +10.9% | +5.4% |
| 3M | -23.8% | -2.2% | -21.6% | -26.8% |
| 6M | +35.9% | -9.4% | +45.3% | +32.1% |
| YTD | +25.4% | +0.7% | +24.7% | +25.9% |
| 1Y | +139.8% | +0.4% | +139.4% | +142.6% |
| All | +139.8% | -0.5% | +140.3% | +142.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling