+61.0%
CIFR vs MET
+195.0%
-134.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.1% | -6.8% | -6.3% |
| 7D | -8.2% | -2.5% | -5.8% | -7.1% |
| 30D | -7.4% | 0.0% | -7.4% | -7.6% |
| 3M | -24.2% | +13.1% | -37.2% | -30.6% |
| 6M | +14.2% | +39.0% | -24.8% | -8.1% |
| YTD | +8.0% | +25.2% | -17.2% | -7.8% |
| 1Y | +55.5% | +25.6% | +29.9% | +32.7% |
| 3Y | +429.6% | +67.1% | +362.5% | +331.9% |
| 5Y | +20.8% | +85.1% | -64.4% | -3.7% |
| All | +61.0% | +195.0% | -134.0% | +26.1% |
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