+485.5%
CIFR vs FDX
+65.3%
+420.2%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.4% |
| 7D | +16.9% | -2.5% | +19.5% | +18.7% |
| 30D | -5.2% | +3.8% | -9.0% | -7.8% |
| 3M | -30.6% | -1.3% | -29.3% | -30.8% |
| 6M | +10.6% | +5.0% | +5.6% | +5.5% |
| YTD | +20.2% | +39.6% | -19.5% | -4.6% |
| 1Y | +139.7% | +81.1% | +58.6% | +60.1% |
| All | +485.5% | +65.3% | +420.2% | +283.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling