+70.7%
CIFR vs FANG
+807.2%
-736.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +1.5% | -10.2% | -9.0% |
| 7D | +11.3% | -0.4% | +11.7% | +11.4% |
| 30D | +3.5% | +2.4% | +1.1% | +2.9% |
| 3M | -26.6% | +4.9% | -31.5% | -27.5% |
| 6M | +18.1% | +12.0% | +6.1% | +14.3% |
| YTD | +14.5% | +37.1% | -22.6% | +5.6% |
| 1Y | +83.3% | +52.3% | +31.0% | +64.6% |
| 3Y | +461.5% | +45.0% | +416.5% | +417.4% |
| 5Y | +29.3% | +231.0% | -201.7% | +16.0% |
| All | +70.7% | +807.2% | -736.5% | +52.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling