-28.2%
CIFR vs MET
+215.6%
-243.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +0.5% | +8.4% | +8.6% |
| 7D | +9.4% | 0.0% | +9.3% | +9.5% |
| 30D | -45.3% | +3.4% | -48.7% | -46.4% |
| 3M | -58.7% | +7.0% | -65.7% | -60.5% |
| 6M | -64.9% | +34.6% | -99.6% | -71.4% |
| YTD | -51.8% | +34.0% | -85.8% | -60.6% |
| 1Y | -61.9% | +35.9% | -97.8% | -69.2% |
| 3Y | +138.6% | +85.5% | +53.1% | +85.2% |
| 5Y | -13.0% | +87.8% | -100.7% | -33.6% |
| All | -28.2% | +215.6% | -243.8% | -46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 10y: compounded portfolio wealth divided by compounded MET 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…
10y analysis · Full analysis span regression · 6 months rolling