+515.0%
CIFR vs MET
+66.4%
+448.5%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.2% | +6.5% | +6.7% |
| 7D | +26.7% | +1.1% | +25.6% | +25.3% |
| 30D | +7.7% | -2.3% | +10.1% | +10.1% |
| 3M | -23.8% | +13.9% | -37.7% | -37.3% |
| 6M | +35.9% | +34.8% | +1.1% | -10.4% |
| YTD | +25.4% | +23.5% | +1.9% | -8.8% |
| 1Y | +139.8% | +23.4% | +116.4% | +73.7% |
| 3Y | +515.0% | +64.9% | +450.1% | +237.4% |
| All | +515.0% | +66.4% | +448.5% | +237.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling