+563.4%
CIFR vs FERG
+54.5%
+509.0%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.3% | +5.1% |
| 7D | +26.7% | +3.4% | +23.3% | +23.4% |
| 30D | +7.7% | -11.5% | +19.3% | +18.0% |
| 3M | -23.8% | +1.3% | -25.1% | -26.7% |
| 6M | +35.9% | -1.0% | +36.9% | +33.1% |
| YTD | +25.4% | +3.2% | +22.2% | +19.9% |
| 1Y | +139.8% | -3.0% | +142.7% | +140.6% |
| All | +563.4% | +54.5% | +509.0% | +382.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling