-54.1%
CIFR vs FAST
+38.3%
-92.4%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.4% | -4.2% |
| 7D | +4.8% | +4.2% | +0.7% | +5.5% |
| 30D | -31.0% | +6.7% | -37.7% | -30.1% |
| 3M | -58.7% | +8.0% | -66.8% | -58.3% |
| 6M | -67.7% | +27.4% | -95.1% | -68.1% |
| YTD | -53.5% | +40.5% | -94.0% | -57.4% |
| 1Y | -54.1% | +38.4% | -92.4% | -57.9% |
| All | -54.1% | +38.3% | -92.4% | -57.9% |
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 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