-34.0%
CIFR vs FAST
+185.4%
-219.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.5% | -4.6% | -4.5% |
| 7D | -19.6% | +4.8% | -24.4% | -22.3% |
| 30D | -51.7% | +8.6% | -60.3% | -54.8% |
| 3M | -60.0% | +5.7% | -65.7% | -61.9% |
| 6M | -68.2% | +25.5% | -93.7% | -74.0% |
| YTD | -55.8% | +39.6% | -95.4% | -67.5% |
| 1Y | -66.8% | +35.5% | -102.3% | -75.0% |
| 3Y | +119.1% | +96.2% | +22.9% | +19.1% |
| 5Y | -25.3% | +110.2% | -135.5% | -63.1% |
| All | -34.0% | +185.4% | -219.4% | -68.9% |
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