-59.1%
CIFR vs FDS
+24.4%
-83.5%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +2.7% | +6.2% | +10.6% |
| 7D | +9.4% | -2.1% | +11.5% | +8.1% |
| 30D | -45.3% | +16.0% | -61.3% | -39.7% |
| 3M | -58.7% | +18.8% | -77.5% | -53.1% |
| 6M | -64.9% | +54.1% | -119.0% | -54.9% |
| YTD | -51.8% | +17.0% | -68.8% | -46.6% |
| All | -59.1% | +24.4% | -83.5% | -49.6% |
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