+505.7%
CIFR vs FCUV
-99.2%
+605.0%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -7.0% | -1.7% | -8.6% |
| 7D | +11.3% | -63.8% | +75.1% | +12.2% |
| 30D | +3.5% | -14.7% | +18.2% | +2.9% |
| 3M | -26.6% | +65.3% | -91.9% | -31.0% |
| 6M | +18.1% | -68.5% | +86.6% | +19.2% |
| YTD | +14.5% | -83.0% | +97.5% | +21.1% |
| 1Y | +83.3% | -94.4% | +177.7% | +107.4% |
| All | +505.7% | -99.2% | +605.0% | +661.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling