-26.9%
CIFR vs FHN
+63.2%
-90.1%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.1% | +1.9% | +3.0% |
| 7D | -0.7% | -0.5% | -0.3% | -0.6% |
| 30D | -49.6% | +1.9% | -51.6% | -50.2% |
| 3M | -60.4% | -6.9% | -53.4% | -59.1% |
| 6M | -66.9% | -3.1% | -63.8% | -66.7% |
| YTD | -53.9% | +0.6% | -54.4% | -54.4% |
| 1Y | -67.1% | +12.4% | -79.4% | -69.1% |
| 3Y | +118.3% | +133.7% | -15.4% | +86.6% |
| 5Y | -26.9% | +61.4% | -88.2% | -44.1% |
| All | -26.9% | +63.2% | -90.1% | -44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling