-30.7%
CIFR vs FAST
+187.2%
-217.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.4% | -3.6% |
| 7D | +4.8% | +4.2% | +0.7% | +2.0% |
| 30D | -31.0% | +6.7% | -37.7% | -34.4% |
| 3M | -58.7% | +8.0% | -66.8% | -61.3% |
| 6M | -67.7% | +27.4% | -95.1% | -73.9% |
| YTD | -53.5% | +40.5% | -94.0% | -66.0% |
| 1Y | -54.1% | +38.4% | -92.4% | -66.1% |
| 3Y | +138.2% | +98.7% | +39.5% | +28.4% |
| 5Y | -18.5% | +106.7% | -125.2% | -59.9% |
| All | -30.7% | +187.2% | -217.9% | -67.5% |
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