+148.3%
CIFR vs CMS
+37.0%
+111.3%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.1% | +0.3% |
| 7D | +28.8% | -1.3% | +30.1% | +28.3% |
| 30D | -36.9% | +5.3% | -42.2% | -35.6% |
| 3M | -60.0% | -0.3% | -59.7% | -59.7% |
| 6M | -64.4% | -4.0% | -60.3% | -64.5% |
| YTD | -51.6% | +2.1% | -53.7% | -51.1% |
| 1Y | -58.9% | -4.7% | -54.1% | -58.7% |
| All | +148.3% | +37.0% | +111.3% | +99.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling