+79.2%
CIFR vs FDS
-3.7%
+82.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.5% | +5.6% | +2.4% |
| 7D | +16.9% | -1.9% | +18.8% | +17.2% |
| 30D | -5.2% | +9.0% | -14.2% | -6.0% |
| 3M | -30.6% | +18.9% | -49.4% | -33.1% |
| 6M | +10.6% | +35.1% | -24.5% | +0.6% |
| YTD | +20.2% | +5.5% | +14.7% | +19.7% |
| 1Y | +139.7% | -16.8% | +156.5% | +164.9% |
| 3Y | +489.4% | -28.1% | +517.4% | +593.5% |
| 5Y | +54.4% | -17.4% | +71.8% | +76.8% |
| All | +79.2% | -3.7% | +82.9% | +102.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling