+68.7%
CIFR vs F
+40.1%
+28.6%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -0.7% | +18.6% | +18.5% |
| 7D | -10.2% | +1.6% | -11.8% | -12.3% |
| 30D | -55.0% | +2.6% | -57.7% | -56.7% |
| 3M | -64.1% | -8.8% | -55.2% | -62.3% |
| 6M | -70.1% | +4.6% | -74.8% | -73.2% |
| YTD | -55.7% | -1.9% | -53.8% | -57.8% |
| 1Y | -69.9% | -0.8% | -69.1% | -71.6% |
| 3Y | +68.7% | +43.5% | +25.2% | -3.2% |
| All | +68.7% | +40.1% | +28.6% | -3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling