-28.2%
CIFR vs FDX
+57.4%
-85.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +1.0% | +7.9% | +8.3% |
| 7D | +9.4% | -2.1% | +11.4% | +10.9% |
| 30D | -45.3% | +10.4% | -55.7% | -49.0% |
| 3M | -58.7% | +0.5% | -59.1% | -59.4% |
| 6M | -64.9% | +6.5% | -71.4% | -67.2% |
| YTD | -51.8% | +40.2% | -92.1% | -62.9% |
| 1Y | -61.9% | +52.1% | -114.0% | -72.2% |
| 3Y | +138.6% | +72.8% | +65.8% | +52.7% |
| 5Y | -13.0% | +76.3% | -89.3% | -49.1% |
| All | -28.2% | +57.4% | -85.6% | -58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 10y: compounded portfolio wealth divided by compounded FDX 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…
10y analysis · Full analysis span regression · 6 months rolling