-54.1%
CIFR vs FERG
+3.5%
-57.5%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.6% | -4.7% | -4.4% |
| 7D | +4.8% | +9.7% | -4.9% | -0.7% |
| 30D | -31.0% | +15.0% | -46.0% | -36.9% |
| 3M | -58.7% | +3.8% | -62.5% | -59.6% |
| 6M | -67.7% | +10.6% | -78.3% | -70.6% |
| YTD | -53.5% | +17.0% | -70.5% | -58.7% |
| 1Y | -54.1% | +7.1% | -61.1% | -57.7% |
| All | -54.1% | +3.5% | -57.5% | -57.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling