-31.2%
CIFR vs FAST
+184.0%
-215.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.0% | +1.1% | +2.0% |
| 7D | -0.7% | +3.8% | -4.6% | -3.5% |
| 30D | -49.6% | +8.1% | -57.7% | -52.7% |
| 3M | -60.4% | +5.8% | -66.2% | -62.2% |
| 6M | -66.9% | +24.9% | -91.7% | -72.8% |
| YTD | -53.9% | +38.9% | -92.8% | -66.0% |
| 1Y | -67.1% | +36.5% | -103.6% | -75.5% |
| 3Y | +118.3% | +98.1% | +20.1% | +17.6% |
| 5Y | -26.9% | +109.3% | -136.2% | -63.8% |
| All | -31.2% | +184.0% | -215.2% | -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