-33.9%
CIFR vs FAST
+175.8%
-209.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +0.2% | +17.8% | +17.8% |
| 7D | -10.2% | +2.1% | -12.3% | -11.8% |
| 30D | -55.0% | +6.9% | -61.9% | -57.5% |
| 3M | -64.1% | +4.8% | -68.9% | -65.6% |
| 6M | -70.1% | +19.8% | -89.9% | -74.7% |
| YTD | -55.7% | +34.9% | -90.6% | -66.7% |
| 1Y | -69.9% | +32.8% | -102.6% | -77.1% |
| 3Y | +68.7% | +93.7% | -25.1% | -7.8% |
| 5Y | -26.2% | +105.3% | -131.5% | -62.8% |
| All | -33.9% | +175.8% | -209.7% | -68.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling