+126.7%
CIFR vs F
+50.3%
+76.4%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -3.6% |
| 7D | -19.6% | +1.0% | -20.5% | -20.6% |
| 30D | -51.7% | +2.1% | -53.8% | -53.2% |
| 3M | -60.0% | -10.3% | -49.8% | -57.4% |
| 6M | -68.2% | +3.3% | -71.5% | -71.1% |
| YTD | -55.8% | -2.0% | -53.8% | -57.8% |
| 1Y | -66.8% | -2.3% | -64.5% | -68.2% |
| All | +126.7% | +50.3% | +76.4% | +28.7% |
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