-31.2%
CIFR vs F
+124.1%
-155.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.4% | +3.6% |
| 7D | -0.7% | -0.6% | -0.1% | -1.0% |
| 30D | -49.6% | +2.9% | -52.5% | -51.1% |
| 3M | -60.4% | -9.5% | -50.9% | -58.5% |
| 6M | -66.9% | +4.0% | -70.9% | -68.9% |
| YTD | -53.9% | -1.3% | -52.6% | -55.0% |
| 1Y | -67.1% | -1.9% | -65.1% | -67.7% |
| 3Y | +118.3% | +53.5% | +64.8% | +63.7% |
| 5Y | -26.9% | -15.1% | -11.7% | -33.9% |
| All | -31.2% | +124.1% | -155.3% | -39.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling