+87.0%
CIFR vs GM
+163.6%
-76.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.2% | +6.6% | +5.8% |
| 7D | +26.7% | +0.4% | +26.3% | +26.5% |
| 30D | +7.7% | -1.8% | +9.6% | +8.9% |
| 3M | -23.8% | +2.6% | -26.4% | -25.8% |
| 6M | +35.9% | +14.6% | +21.4% | +24.3% |
| YTD | +25.4% | +6.2% | +19.2% | +20.8% |
| 1Y | +139.8% | +48.7% | +91.1% | +79.5% |
| 3Y | +515.0% | +168.3% | +346.6% | +214.1% |
| 5Y | +52.1% | +82.8% | -30.7% | -9.2% |
| All | +87.0% | +163.6% | -76.6% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded GM 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling