+79.2%
CIFR vs CMS
+26.4%
+52.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.1% |
| 7D | +16.9% | +0.4% | +16.6% | +16.9% |
| 30D | -5.2% | -3.6% | -1.6% | -5.0% |
| 3M | -30.6% | -1.9% | -28.7% | -31.0% |
| 6M | +10.6% | -11.0% | +21.6% | +11.4% |
| YTD | +20.2% | +0.2% | +20.0% | +19.3% |
| 1Y | +139.7% | -1.3% | +141.0% | +138.3% |
| 3Y | +489.4% | +35.9% | +453.4% | +432.9% |
| 5Y | +54.4% | +23.1% | +31.3% | +42.0% |
| All | +79.2% | +26.4% | +52.8% | +63.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling