-34.0%
CIFR vs FHN
+171.4%
-205.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.2% | -4.2% |
| 7D | -19.6% | +0.9% | -20.5% | -19.9% |
| 30D | -51.7% | +2.1% | -53.8% | -52.2% |
| 3M | -60.0% | -6.0% | -54.0% | -59.1% |
| 6M | -68.2% | -2.9% | -65.3% | -68.1% |
| YTD | -55.8% | +0.7% | -56.5% | -56.2% |
| 1Y | -66.8% | +11.0% | -77.8% | -68.3% |
| 3Y | +119.1% | +130.3% | -11.1% | +92.3% |
| 5Y | -25.3% | +61.3% | -86.6% | -36.0% |
| All | -34.0% | +171.4% | -205.4% | -44.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling