-29.5%
CIFR vs FAST
+103.6%
-133.1%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +0.2% | +17.8% | +17.8% |
| 7D | -10.2% | +2.1% | -12.3% | -12.0% |
| 30D | -55.0% | +6.9% | -61.9% | -57.9% |
| 3M | -64.1% | +4.8% | -68.9% | -65.8% |
| 6M | -70.1% | +19.8% | -89.9% | -75.4% |
| YTD | -55.7% | +34.9% | -90.6% | -68.2% |
| 1Y | -69.9% | +32.8% | -102.6% | -78.2% |
| 3Y | +68.7% | +93.7% | -25.1% | -20.2% |
| All | -29.5% | +103.6% | -133.1% | -68.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling