+87.0%
CIFR vs FFIV
+191.8%
-104.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.6% | +4.5% |
| 7D | +26.7% | -1.5% | +28.2% | +28.2% |
| 30D | +7.7% | -2.7% | +10.4% | +9.6% |
| 3M | -23.8% | -1.7% | -22.1% | -23.0% |
| 6M | +35.9% | +36.1% | -0.2% | +5.8% |
| YTD | +25.4% | +52.6% | -27.2% | -11.3% |
| 1Y | +139.8% | +21.5% | +118.2% | +102.6% |
| 3Y | +515.0% | +142.7% | +372.3% | +225.8% |
| 5Y | +52.1% | +92.6% | -40.5% | -13.1% |
| All | +87.0% | +191.8% | -104.8% | +5.3% |
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