-61.9%
CIFR vs FDX
+59.9%
-121.9%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +1.0% | +7.9% | +8.7% |
| 7D | +9.4% | -2.1% | +11.4% | +10.1% |
| 30D | -45.3% | +10.4% | -55.7% | -46.9% |
| 3M | -58.7% | +0.5% | -59.1% | -58.8% |
| 6M | -64.9% | +6.5% | -71.4% | -66.5% |
| YTD | -51.8% | +40.2% | -92.1% | -63.9% |
| 1Y | -61.9% | +52.1% | -114.0% | -72.1% |
| All | -61.9% | +59.9% | -121.9% | -72.1% |
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