-29.5%
CIFR vs FDX
+72.6%
-102.1%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -2.7% | +20.7% | +19.7% |
| 7D | -10.2% | -1.6% | -8.6% | -9.9% |
| 30D | -55.0% | +6.6% | -61.7% | -57.4% |
| 3M | -64.1% | -2.1% | -62.0% | -64.3% |
| 6M | -70.1% | +2.2% | -72.3% | -71.5% |
| YTD | -55.7% | +33.9% | -89.6% | -65.7% |
| 1Y | -69.9% | +50.2% | -120.1% | -78.6% |
| 3Y | +68.7% | +65.5% | +3.2% | +5.0% |
| All | -29.5% | +72.6% | -102.1% | -62.1% |
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 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