+59.9%
CIFR vs FCUV
-94.6%
+154.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.5% | -6.1% | -5.7% |
| 7D | -8.2% | -72.0% | +63.7% | -8.0% |
| 30D | -7.4% | -8.0% | +0.6% | -7.4% |
| 3M | -24.2% | +66.3% | -90.4% | -23.4% |
| 6M | +14.2% | -75.3% | +89.5% | +30.1% |
| YTD | +8.0% | -83.0% | +91.0% | +27.9% |
| All | +59.9% | -94.6% | +154.5% | +132.5% |
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