+87.0%
CIFR vs FCUV
-99.4%
+186.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -65.2% | +69.6% | +5.5% |
| 7D | +26.7% | -47.9% | +74.6% | +27.1% |
| 30D | +7.7% | +13.7% | -5.9% | +6.3% |
| 3M | -23.8% | +97.0% | -120.8% | -30.9% |
| 6M | +35.9% | -66.1% | +102.0% | +30.2% |
| YTD | +25.4% | -81.8% | +107.2% | +23.7% |
| 1Y | +139.8% | -93.3% | +233.1% | +145.6% |
| 3Y | +515.0% | -99.2% | +614.2% | +544.0% |
| 5Y | +52.1% | -99.9% | +151.9% | +64.1% |
| All | +87.0% | -99.4% | +186.3% | +107.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling