+79.2%
CIFR vs FAST
+156.8%
-77.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.4% | +1.6% |
| 7D | +16.9% | -0.4% | +17.3% | +17.4% |
| 30D | -5.2% | -0.8% | -4.4% | -4.8% |
| 3M | -30.6% | +5.8% | -36.3% | -34.9% |
| 6M | +10.6% | +8.0% | +2.6% | +1.3% |
| YTD | +20.2% | +25.6% | -5.4% | -4.1% |
| 1Y | +139.7% | +0.8% | +138.9% | +127.5% |
| 3Y | +489.4% | +86.1% | +403.3% | +233.5% |
| 5Y | +54.4% | +100.2% | -45.8% | -17.8% |
| All | +79.2% | +156.8% | -77.6% | -8.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling