+51.0%
CIFR vs F
+55.4%
-4.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.5% | +0.7% | +1.0% |
| 7D | +16.9% | +5.3% | +11.6% | +12.6% |
| 30D | -5.2% | +4.6% | -9.8% | -8.8% |
| 3M | -30.6% | -3.7% | -26.9% | -29.1% |
| 6M | +10.6% | +16.8% | -6.2% | -4.3% |
| YTD | +20.2% | +15.3% | +4.9% | +4.8% |
| 1Y | +139.7% | +31.0% | +108.7% | +87.4% |
| 3Y | +489.4% | +45.4% | +443.9% | +320.2% |
| All | +51.0% | +55.4% | -4.4% | +18.3% |
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