-71.1%
CIFR vs FANG
+32.3%
-103.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | -4.9% | -15.0% | -21.5% |
| 7D | -26.7% | -11.3% | -15.4% | -29.7% |
| 30D | -58.0% | -0.7% | -57.4% | -57.9% |
| 3M | -68.1% | -4.2% | -63.9% | -68.5% |
| 6M | -63.7% | -13.5% | -50.2% | -65.0% |
| YTD | -56.0% | +23.7% | -79.7% | -57.3% |
| 1Y | -71.1% | +34.3% | -105.5% | -71.3% |
| All | -71.1% | +32.3% | -103.4% | -71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 1y: compounded portfolio wealth divided by compounded FANG 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…
1y analysis · Full analysis span regression · 6 months rolling