+26.9%
CIFR vs FCUV
-99.8%
+126.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.3% | +2.4% | +5.6% |
| 7D | -5.0% | -66.5% | +61.5% | -3.4% |
| 30D | -5.7% | +5.0% | -10.7% | -7.2% |
| 3M | -25.5% | +63.8% | -89.3% | -34.2% |
| 6M | +19.4% | -67.8% | +87.3% | +17.5% |
| YTD | +14.2% | -82.4% | +96.6% | +18.8% |
| 1Y | +69.0% | -94.7% | +163.7% | +96.1% |
| 3Y | +503.9% | -99.3% | +603.2% | +715.8% |
| All | +26.9% | -99.8% | +126.7% | +135.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling