+68.7%
CIFR vs CMS
+35.4%
+33.3%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -2.1% | +20.1% | +17.0% |
| 7D | -10.2% | -1.3% | -8.9% | -10.5% |
| 30D | -55.0% | +6.3% | -61.4% | -54.1% |
| 3M | -64.1% | -2.1% | -62.0% | -64.0% |
| 6M | -70.1% | -5.1% | -65.0% | -70.3% |
| YTD | -55.7% | +1.3% | -56.9% | -55.4% |
| 1Y | -69.9% | -1.4% | -68.5% | -69.6% |
| 3Y | +68.7% | +36.9% | +31.8% | +31.8% |
| All | +68.7% | +35.4% | +33.3% | +31.8% |
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 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