-33.9%
CIFR vs FE
+86.7%
-120.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -0.4% | +18.4% | +18.0% |
| 7D | -10.2% | 0.0% | -10.2% | -10.2% |
| 30D | -55.0% | +5.2% | -60.2% | -55.3% |
| 3M | -64.1% | 0.0% | -64.0% | -64.1% |
| 6M | -70.1% | +5.0% | -75.2% | -70.3% |
| YTD | -55.7% | +7.9% | -63.6% | -56.0% |
| 1Y | -69.9% | +6.3% | -76.2% | -70.0% |
| 3Y | +68.7% | +46.0% | +22.7% | +57.6% |
| 5Y | -26.2% | +45.6% | -71.9% | -29.7% |
| All | -33.9% | +86.7% | -120.5% | -38.5% |
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