+68.7%
CIFR vs FDX
+64.2%
+4.5%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -2.7% | +20.7% | +19.3% |
| 7D | -10.2% | -1.6% | -8.6% | -9.9% |
| 30D | -55.0% | +6.6% | -61.7% | -56.9% |
| 3M | -64.1% | -2.1% | -62.0% | -64.2% |
| 6M | -70.1% | +2.2% | -72.3% | -71.2% |
| YTD | -55.7% | +33.9% | -89.6% | -64.3% |
| 1Y | -69.9% | +50.2% | -120.1% | -77.4% |
| 3Y | +68.7% | +65.5% | +3.2% | -6.4% |
| All | +68.7% | +64.2% | +4.5% | -6.4% |
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