+139.7%
CIFR vs FCUV
-81.1%
+220.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -13.7% | +15.8% | +2.2% |
| 7D | +16.9% | +62.8% | -45.9% | +16.7% |
| 30D | -5.2% | +66.5% | -71.7% | -5.4% |
| 3M | -30.6% | +459.9% | -490.5% | -30.7% |
| 6M | +10.6% | -12.4% | +23.0% | +23.4% |
| YTD | +20.2% | -47.5% | +67.7% | +45.8% |
| 1Y | +139.7% | -80.5% | +220.2% | +233.1% |
| All | +139.7% | -81.1% | +220.8% | +233.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 1y: compounded portfolio wealth divided by compounded FCUV 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…
1y analysis · Full analysis span regression · 6 months rolling