-71.1%
CIFR vs F
+2.7%
-73.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +2.9% | -22.9% | -21.5% |
| 7D | -26.7% | +6.0% | -32.7% | -29.8% |
| 30D | -58.0% | +4.3% | -62.3% | -59.4% |
| 3M | -68.1% | -10.1% | -58.0% | -66.4% |
| 6M | -63.7% | +12.8% | -76.4% | -70.6% |
| YTD | -56.0% | -0.1% | -55.9% | -61.8% |
| 1Y | -71.1% | +3.7% | -74.8% | -76.0% |
| All | -71.1% | +2.7% | -73.8% | -76.0% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 1y: compounded portfolio wealth divided by compounded F 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…
1y analysis · Full analysis span regression · 6 months rolling