-31.2%
CIFR vs FE
+87.4%
-118.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.4% | +3.6% | +4.0% |
| 7D | -0.7% | -1.1% | +0.4% | -0.7% |
| 30D | -49.6% | +4.6% | -54.3% | -49.8% |
| 3M | -60.4% | -0.8% | -59.5% | -60.3% |
| 6M | -66.9% | +7.3% | -74.1% | -67.1% |
| YTD | -53.9% | +8.3% | -62.2% | -54.3% |
| 1Y | -67.1% | +5.7% | -72.8% | -67.3% |
| 3Y | +118.3% | +49.0% | +69.3% | +103.1% |
| 5Y | -26.9% | +49.2% | -76.0% | -30.4% |
| All | -31.2% | +87.4% | -118.6% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 10y: compounded portfolio wealth divided by compounded FE 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…
10y analysis · Full analysis span regression · 6 months rolling