-28.2%
CIFR vs FFIV
+139.7%
-167.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +0.9% | +8.0% | +8.3% |
| 7D | +9.4% | -2.9% | +12.3% | +12.4% |
| 30D | -45.3% | -32.4% | -12.9% | -29.0% |
| 3M | -58.7% | -22.7% | -36.0% | -52.1% |
| 6M | -64.9% | -10.7% | -54.3% | -63.6% |
| YTD | -51.8% | +25.4% | -77.2% | -62.2% |
| 1Y | -61.9% | +34.2% | -96.1% | -71.8% |
| 3Y | +138.6% | +101.2% | +37.4% | +39.3% |
| 5Y | -13.0% | +42.0% | -54.9% | -44.3% |
| All | -28.2% | +139.7% | -167.9% | -55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling