+139.7%
CIFR vs FANG
+43.7%
+96.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.8% | +4.0% | +1.9% |
| 7D | +16.9% | +0.8% | +16.2% | +17.0% |
| 30D | -5.2% | +7.6% | -12.8% | -4.2% |
| 3M | -30.6% | -1.3% | -29.3% | -30.3% |
| 6M | +10.6% | +14.7% | -4.1% | +12.9% |
| YTD | +20.2% | +34.8% | -14.6% | +19.9% |
| 1Y | +139.7% | +42.9% | +96.8% | +148.4% |
| All | +139.7% | +43.7% | +96.0% | +148.4% |
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