+83.3%
CIFR vs FDX
+73.2%
+10.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.6% | -7.1% | -8.1% |
| 7D | +11.3% | -2.3% | +13.7% | +12.3% |
| 30D | +3.5% | -4.9% | +8.4% | +4.9% |
| 3M | -26.6% | -6.5% | -20.2% | -25.2% |
| 6M | +18.1% | +6.7% | +11.4% | +10.1% |
| YTD | +14.5% | +33.9% | -19.4% | -1.0% |
| 1Y | +83.3% | +72.2% | +11.1% | +56.0% |
| All | +83.3% | +73.2% | +10.1% | +56.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling