+87.0%
CIFR vs FDS
-7.9%
+94.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.3% | +8.6% | +4.7% |
| 7D | +26.7% | -5.4% | +32.1% | +27.3% |
| 30D | +7.7% | +1.6% | +6.2% | +7.5% |
| 3M | -23.8% | +17.7% | -41.5% | -26.9% |
| 6M | +35.9% | +29.1% | +6.8% | +24.2% |
| YTD | +25.4% | +1.0% | +24.4% | +25.3% |
| 1Y | +139.8% | -21.6% | +161.4% | +168.1% |
| 3Y | +515.0% | -30.1% | +545.1% | +620.6% |
| 5Y | +52.1% | -20.7% | +72.8% | +74.8% |
| All | +87.0% | -7.9% | +94.8% | +111.8% |
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