-43.9%
CIFR vs FAST
+175.3%
-219.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.6% | -0.6% | -14.0% | -14.2% |
| 7D | -31.5% | +0.7% | -32.1% | -32.0% |
| 30D | -64.2% | +4.6% | -68.8% | -65.6% |
| 3M | -70.3% | +6.4% | -76.7% | -71.9% |
| 6M | -74.9% | +20.6% | -95.5% | -78.9% |
| YTD | -62.4% | +34.7% | -97.1% | -71.7% |
| 1Y | -77.5% | +29.7% | -107.2% | -82.6% |
| 3Y | +35.4% | +89.9% | -54.6% | -24.8% |
| 5Y | -37.4% | +105.0% | -142.4% | -68.4% |
| All | -43.9% | +175.3% | -219.2% | -72.9% |
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 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