-21.0%
CIFR vs F
-15.5%
-5.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.1% | -4.1% |
| 7D | +4.8% | -3.1% | +7.9% | +7.3% |
| 30D | -31.0% | 0.0% | -31.0% | -32.1% |
| 3M | -58.7% | -13.2% | -45.5% | -55.0% |
| 6M | -67.7% | -10.2% | -57.5% | -66.4% |
| YTD | -53.5% | -4.9% | -48.6% | -54.1% |
| 1Y | -54.1% | -6.1% | -48.0% | -54.1% |
| 3Y | +138.2% | +46.0% | +92.2% | +64.3% |
| All | -21.0% | -15.5% | -5.4% | -29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling