+70.7%
CIFR vs FHN
+181.2%
-110.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.4% | -8.3% | -8.6% |
| 7D | +11.3% | 0.0% | +11.3% | +11.4% |
| 30D | +3.5% | -2.6% | +6.1% | +4.6% |
| 3M | -26.6% | 0.0% | -26.7% | -26.9% |
| 6M | +18.1% | +9.2% | +8.9% | +13.9% |
| YTD | +14.5% | +4.3% | +10.1% | +12.2% |
| 1Y | +83.3% | +10.8% | +72.5% | +75.3% |
| 3Y | +461.5% | +130.7% | +330.7% | +387.0% |
| 5Y | +29.3% | +87.4% | -58.1% | +9.6% |
| All | +70.7% | +181.2% | -110.5% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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