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  • CIFR vs F✓SelectedUSD · FCIFR vs F performance historyLatest closeAs of+2.13%09/04
Stock and ETF performance explorer

CIFR vs F

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+79.2%
F return
+161.6%
Excess return
-82.4%
Maximum drawdown
-97.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioFExcessAlpha
1D+2.1%+1.5%+0.7%+1.2%
7D+16.9%+5.3%+11.6%+13.3%
30D-5.2%+4.6%-9.8%-8.2%
3M-30.6%-3.7%-26.9%-29.3%
6M+10.6%+16.8%-6.2%-1.6%
YTD+20.2%+15.3%+4.9%+7.6%
1Y+139.7%+31.0%+108.7%+96.7%
3Y+489.4%+45.4%+443.9%+353.8%
5Y+54.4%+54.7%-0.3%+27.4%
All+79.2%+161.6%-82.4%+43.8%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling