-71.1%
CIFR vs FDS
+31.1%
-102.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +2.9% | -22.8% | -18.2% |
| 7D | -26.7% | +9.4% | -36.2% | -22.0% |
| 30D | -58.0% | +23.8% | -81.8% | -52.0% |
| 3M | -68.1% | +25.1% | -93.2% | -62.7% |
| 6M | -63.7% | +53.8% | -117.5% | -52.8% |
| YTD | -56.0% | +19.6% | -75.5% | -50.7% |
| 1Y | -71.1% | +31.6% | -102.8% | -64.2% |
| All | -71.1% | +31.1% | -102.3% | -64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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