-65.3%
CIFR vs FDS
+26.9%
-92.3%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +3.8% |
| 7D | -0.7% | -5.0% | +4.2% | -2.7% |
| 30D | -49.6% | +13.8% | -63.4% | -45.1% |
| 3M | -60.4% | +14.8% | -75.2% | -55.9% |
| 6M | -66.9% | +47.4% | -114.2% | -58.0% |
| YTD | -53.9% | +14.2% | -68.0% | -50.0% |
| All | -65.3% | +26.9% | -92.3% | -56.0% |
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