-21.0%
CIFR vs FAST
+106.5%
-127.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.4% | -3.5% |
| 7D | +4.8% | +4.2% | +0.7% | +1.6% |
| 30D | -31.0% | +6.7% | -37.7% | -34.9% |
| 3M | -58.7% | +8.0% | -66.8% | -61.6% |
| 6M | -67.7% | +27.4% | -95.1% | -74.7% |
| YTD | -53.5% | +40.5% | -94.0% | -67.7% |
| 1Y | -54.1% | +38.4% | -92.4% | -67.8% |
| 3Y | +138.2% | +98.7% | +39.5% | +11.1% |
| All | -21.0% | +106.5% | -127.4% | -67.6% |
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