+29.3%
CIFR vs FERG
+70.2%
-40.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.4% | -7.3% | -7.5% |
| 7D | +11.3% | +0.9% | +10.4% | +10.7% |
| 30D | +3.5% | -15.1% | +18.6% | +17.9% |
| 3M | -26.6% | -4.8% | -21.8% | -24.9% |
| 6M | +18.1% | -2.5% | +20.6% | +17.7% |
| YTD | +14.5% | +1.8% | +12.7% | +11.1% |
| 1Y | +83.3% | -0.3% | +83.6% | +81.0% |
| 3Y | +461.5% | +52.9% | +408.5% | +274.7% |
| 5Y | +29.3% | +69.3% | -40.0% | -39.5% |
| All | +29.3% | +70.2% | -40.9% | -39.5% |
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