-30.7%
CIFR vs FDS
+6.1%
-36.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.3% | -4.4% | -4.1% |
| 7D | +4.8% | +1.5% | +3.3% | +4.8% |
| 30D | -31.0% | +14.8% | -45.8% | -31.7% |
| 3M | -58.7% | +16.3% | -75.0% | -59.2% |
| 6M | -67.7% | +66.2% | -133.9% | -71.5% |
| YTD | -53.5% | +16.2% | -69.8% | -54.0% |
| 1Y | -54.1% | +21.8% | -75.9% | -55.9% |
| 3Y | +138.2% | -23.9% | +162.1% | +184.0% |
| 5Y | -18.5% | -23.1% | +4.6% | -7.2% |
| All | -30.7% | +6.1% | -36.8% | -22.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling