-65.3%
CIFR vs FFIV
+28.8%
-94.2%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.2% | +1.8% | +2.9% |
| 7D | -0.7% | -2.1% | +1.4% | +1.0% |
| 30D | -49.6% | -33.8% | -15.9% | -39.5% |
| 3M | -60.4% | -20.6% | -39.8% | -57.6% |
| 6M | -66.9% | -10.2% | -56.6% | -66.7% |
| YTD | -53.9% | +24.5% | -78.3% | -63.6% |
| All | -65.3% | +28.8% | -94.2% | -73.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling