-71.1%
CIFR vs FICO
-57.1%
-14.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | -3.2% | -16.7% | -20.9% |
| 7D | -26.7% | +0.4% | -27.1% | -26.7% |
| 30D | -58.0% | +1.7% | -59.7% | -57.5% |
| 3M | -68.1% | -33.0% | -35.1% | -71.7% |
| 6M | -63.7% | -33.9% | -29.8% | -69.0% |
| YTD | -56.0% | -58.5% | +2.6% | -65.1% |
| 1Y | -71.1% | -56.4% | -14.8% | -75.4% |
| All | -71.1% | -57.1% | -14.0% | -75.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 1y: compounded portfolio wealth divided by compounded FICO 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…
1y analysis · Full analysis span regression · 6 months rolling