-61.9%
CIFR vs FAST
+37.0%
-98.9%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +1.2% | +7.7% | +9.0% |
| 7D | +9.4% | +4.3% | +5.1% | +10.0% |
| 30D | -45.3% | +8.3% | -53.6% | -44.6% |
| 3M | -58.7% | +6.5% | -65.2% | -58.4% |
| 6M | -64.9% | +29.5% | -94.4% | -65.8% |
| YTD | -51.8% | +41.3% | -93.1% | -57.5% |
| 1Y | -61.9% | +37.4% | -99.3% | -66.5% |
| All | -61.9% | +37.0% | -98.9% | -66.5% |
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 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