-31.2%
CIFR vs FFIV
+138.0%
-169.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.2% | +1.8% | +2.4% |
| 7D | -0.7% | -2.1% | +1.4% | +1.6% |
| 30D | -49.6% | -33.8% | -15.9% | -33.6% |
| 3M | -60.4% | -20.6% | -39.8% | -55.1% |
| 6M | -66.9% | -10.2% | -56.6% | -65.8% |
| YTD | -53.9% | +24.5% | -78.3% | -63.6% |
| 1Y | -67.1% | +29.3% | -96.4% | -74.9% |
| 3Y | +118.3% | +103.8% | +14.5% | +26.2% |
| 5Y | -26.9% | +40.9% | -67.7% | -53.0% |
| All | -31.2% | +138.0% | -169.2% | -56.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling