-21.0%
CIFR vs FE
+47.0%
-68.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.1% | -5.1% | -4.1% |
| 7D | +4.8% | +1.2% | +3.6% | +4.7% |
| 30D | -31.0% | +4.5% | -35.5% | -31.2% |
| 3M | -58.7% | +1.3% | -60.1% | -58.7% |
| 6M | -67.7% | +8.7% | -76.4% | -68.0% |
| YTD | -53.5% | +9.2% | -62.7% | -54.0% |
| 1Y | -54.1% | +7.0% | -61.0% | -54.3% |
| 3Y | +138.2% | +51.4% | +86.8% | +117.4% |
| All | -21.0% | +47.0% | -68.0% | -21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling