-64.1%
CIFR vs FFIV
-24.5%
-39.6%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -0.3% | +18.2% | +18.0% |
| 7D | -10.2% | -8.1% | -2.1% | -8.2% |
| 30D | -55.0% | -33.4% | -21.7% | -52.6% |
| 3M | -64.1% | -24.7% | -39.3% | -62.5% |
| All | -64.1% | -24.5% | -39.6% | -62.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling