+87.0%
CIFR vs FDX
+52.6%
+34.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.6% | +6.9% | +6.0% |
| 7D | +26.7% | -3.3% | +30.0% | +29.4% |
| 30D | +7.7% | -1.4% | +9.1% | +8.0% |
| 3M | -23.8% | -4.5% | -19.3% | -22.4% |
| 6M | +35.9% | +9.4% | +26.5% | +25.4% |
| YTD | +25.4% | +36.0% | -10.6% | -0.4% |
| 1Y | +139.8% | +75.5% | +64.3% | +59.2% |
| 3Y | +515.0% | +62.8% | +452.2% | +314.0% |
| 5Y | +52.1% | +64.4% | -12.3% | -8.2% |
| All | +87.0% | +52.6% | +34.3% | +10.6% |
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