-13.0%
CIFR vs FAST
+113.6%
-126.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +1.2% | +7.7% | +8.0% |
| 7D | +9.4% | +4.3% | +5.1% | +6.0% |
| 30D | -45.3% | +8.3% | -53.6% | -49.1% |
| 3M | -58.7% | +6.5% | -65.2% | -61.1% |
| 6M | -64.9% | +29.5% | -94.4% | -72.9% |
| YTD | -51.8% | +41.3% | -93.1% | -66.7% |
| 1Y | -61.9% | +37.4% | -99.3% | -73.1% |
| 3Y | +138.6% | +98.5% | +40.1% | +11.4% |
| 5Y | -13.0% | +111.1% | -124.1% | -62.4% |
| All | -13.0% | +113.6% | -126.5% | -62.4% |
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