+51.0%
CIFR vs FDX
+65.4%
-14.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.5% |
| 7D | +16.9% | -2.5% | +19.5% | +19.1% |
| 30D | -5.2% | +3.8% | -9.0% | -8.3% |
| 3M | -30.6% | -1.3% | -29.3% | -30.9% |
| 6M | +10.6% | +5.0% | +5.6% | +4.7% |
| YTD | +20.2% | +39.6% | -19.5% | -8.5% |
| 1Y | +139.7% | +81.1% | +58.6% | +49.1% |
| 3Y | +489.4% | +63.0% | +426.3% | +277.0% |
| All | +51.0% | +65.4% | -14.5% | -15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling