+79.2%
CIFR vs FERG
+149.2%
-70.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.3% | -0.2% | +0.3% |
| 7D | +16.9% | 0.0% | +17.0% | +17.1% |
| 30D | -5.2% | -10.2% | +5.0% | +2.1% |
| 3M | -30.6% | -0.6% | -30.0% | -31.8% |
| 6M | +10.6% | -6.5% | +17.1% | +14.7% |
| YTD | +20.2% | +4.2% | +16.0% | +15.0% |
| 1Y | +139.7% | -2.3% | +142.0% | +139.9% |
| 3Y | +489.4% | +48.5% | +440.9% | +325.7% |
| 5Y | +54.4% | +72.0% | -17.6% | -5.6% |
| All | +79.2% | +149.2% | -70.1% | +6.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling