+79.2%
CIFR vs FFIV
+192.4%
-113.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.6% | +2.5% |
| 7D | +16.9% | -1.0% | +17.9% | +17.9% |
| 30D | -5.2% | -5.1% | -0.1% | -1.5% |
| 3M | -30.6% | -4.5% | -26.1% | -28.0% |
| 6M | +10.6% | +36.5% | -25.9% | -14.1% |
| YTD | +20.2% | +53.0% | -32.8% | -15.1% |
| 1Y | +139.7% | +24.2% | +115.5% | +99.1% |
| 3Y | +489.4% | +137.2% | +352.2% | +216.6% |
| 5Y | +54.4% | +91.8% | -37.4% | -11.9% |
| All | +79.2% | +192.4% | -113.3% | +0.7% |
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