+70.2%
CIFR vs FANG
+817.6%
-747.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.2% | +5.9% | +5.7% |
| 7D | -5.0% | +2.9% | -7.9% | -5.6% |
| 30D | -5.7% | +2.6% | -8.3% | -6.3% |
| 3M | -25.5% | +7.6% | -33.1% | -26.8% |
| 6M | +19.4% | +17.3% | +2.1% | +14.4% |
| YTD | +14.2% | +38.7% | -24.5% | +5.0% |
| 1Y | +69.0% | +51.6% | +17.4% | +51.8% |
| 3Y | +503.9% | +50.0% | +454.0% | +454.4% |
| 5Y | +27.7% | +237.6% | -209.9% | +14.3% |
| All | +70.2% | +817.6% | -747.4% | +51.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling