+79.2%
CIFR vs MET
+197.6%
-118.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.8% | +3.1% |
| 7D | +16.9% | +1.2% | +15.8% | +16.4% |
| 30D | -5.2% | +1.4% | -6.6% | -6.1% |
| 3M | -30.6% | +17.7% | -48.3% | -38.1% |
| 6M | +10.6% | +35.0% | -24.4% | -9.2% |
| YTD | +20.2% | +26.3% | -6.1% | +2.2% |
| 1Y | +139.7% | +22.8% | +116.9% | +107.6% |
| 3Y | +489.4% | +65.9% | +423.4% | +380.0% |
| 5Y | +54.4% | +85.4% | -31.0% | +22.6% |
| All | +79.2% | +197.6% | -118.4% | +39.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling