-31.2%
CIFR vs FDS
+4.2%
-35.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +4.1% |
| 7D | -0.7% | -5.0% | +4.2% | -0.7% |
| 30D | -49.6% | +13.8% | -63.4% | -50.2% |
| 3M | -60.4% | +14.8% | -75.2% | -60.9% |
| 6M | -66.9% | +47.4% | -114.2% | -69.8% |
| YTD | -53.9% | +14.2% | -68.0% | -54.4% |
| 1Y | -67.1% | +26.6% | -93.7% | -69.4% |
| 3Y | +118.3% | -24.4% | +142.7% | +158.7% |
| 5Y | -26.9% | -22.6% | -4.2% | -16.4% |
| All | -31.2% | +4.2% | -35.4% | -22.9% |
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