+61.0%
CIFR vs FERG
+141.1%
-80.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.0% | -4.7% | -4.9% |
| 7D | -8.2% | -1.0% | -7.2% | -7.4% |
| 30D | -7.4% | -11.8% | +4.4% | +1.9% |
| 3M | -24.2% | -1.2% | -22.9% | -24.9% |
| 6M | +14.2% | -2.3% | +16.5% | +13.9% |
| YTD | +8.0% | +0.8% | +7.2% | +6.1% |
| 1Y | +55.5% | +0.5% | +55.0% | +53.6% |
| 3Y | +429.6% | +51.4% | +378.2% | +278.5% |
| 5Y | +20.8% | +67.5% | -46.7% | -24.2% |
| All | +61.0% | +141.1% | -80.1% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 FERG 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