-21.0%
CIFR vs FERG
+77.6%
-98.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.6% | -4.7% | -4.5% |
| 7D | +4.8% | +9.7% | -4.9% | -3.1% |
| 30D | -31.0% | +15.0% | -46.0% | -39.1% |
| 3M | -58.7% | +3.8% | -62.5% | -60.5% |
| 6M | -67.7% | +10.6% | -78.3% | -71.2% |
| YTD | -53.5% | +17.0% | -70.5% | -60.2% |
| 1Y | -54.1% | +7.1% | -61.1% | -57.9% |
| 3Y | +138.2% | +67.7% | +70.4% | +49.9% |
| All | -21.0% | +77.6% | -98.6% | -57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling