-70.1%
CIFR vs FE
+3.5%
-73.6%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -1.4% | +19.4% | +16.8% |
| 7D | -10.2% | -1.0% | -9.2% | -10.9% |
| 30D | -55.0% | +4.1% | -59.2% | -54.4% |
| 3M | -64.1% | -1.0% | -63.0% | -64.2% |
| 6M | -70.1% | +4.0% | -74.1% | -68.9% |
| All | -70.1% | +3.5% | -73.6% | -68.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling