-70.1%
CIFR vs FDS
+53.0%
-123.2%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -3.7% | +21.6% | +14.3% |
| 7D | -10.2% | -0.5% | -9.7% | -9.3% |
| 30D | -55.0% | +20.2% | -75.3% | -46.0% |
| 3M | -64.1% | +19.9% | -83.9% | -55.7% |
| 6M | -70.1% | +56.2% | -126.3% | -53.6% |
| All | -70.1% | +53.0% | -123.2% | -53.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling