-71.1%
CIFR vs FAST
+32.0%
-103.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +1.7% | -21.6% | -19.7% |
| 7D | -26.7% | +3.4% | -30.1% | -26.4% |
| 30D | -58.0% | +5.5% | -63.5% | -57.8% |
| 3M | -68.1% | +7.6% | -75.7% | -68.1% |
| 6M | -63.7% | +19.8% | -83.5% | -64.8% |
| YTD | -56.0% | +35.5% | -91.4% | -63.7% |
| 1Y | -71.1% | +31.6% | -102.7% | -75.7% |
| All | -71.1% | +32.0% | -103.1% | -75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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