-30.7%
CIFR vs MET
+214.8%
-245.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.8% | -4.8% | -4.5% |
| 7D | +4.8% | +4.5% | +0.4% | +2.3% |
| 30D | -31.0% | +3.5% | -34.5% | -32.5% |
| 3M | -58.7% | +5.9% | -64.7% | -60.3% |
| 6M | -67.7% | +33.1% | -100.8% | -73.5% |
| YTD | -53.5% | +33.6% | -87.1% | -62.0% |
| 1Y | -54.1% | +32.7% | -86.7% | -62.3% |
| 3Y | +138.2% | +85.0% | +53.1% | +85.1% |
| 5Y | -18.5% | +85.6% | -104.1% | -37.7% |
| All | -30.7% | +214.8% | -245.5% | -48.0% |
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