+68.7%
CIFR vs FDS
-23.2%
+91.8%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -3.7% | +21.6% | +17.0% |
| 7D | -10.2% | -0.5% | -9.7% | -10.0% |
| 30D | -55.0% | +20.2% | -75.3% | -53.2% |
| 3M | -64.1% | +19.9% | -83.9% | -62.4% |
| 6M | -70.1% | +56.2% | -126.3% | -69.4% |
| YTD | -55.7% | +14.6% | -70.2% | -51.1% |
| 1Y | -69.9% | +31.6% | -101.5% | -69.2% |
| 3Y | +68.7% | -23.8% | +92.5% | +121.5% |
| All | +68.7% | -23.2% | +91.8% | +121.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling