+139.7%
CIFR vs FICO
-39.1%
+178.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -16.7% | +18.8% | -2.6% |
| 7D | +16.9% | -19.2% | +36.1% | +10.4% |
| 30D | -5.2% | -14.6% | +9.4% | -8.4% |
| 3M | -30.6% | -20.1% | -10.5% | -35.0% |
| 6M | +10.6% | -36.3% | +46.9% | +5.0% |
| YTD | +20.2% | -44.9% | +65.0% | +19.3% |
| 1Y | +139.7% | -38.6% | +178.4% | +123.0% |
| All | +139.7% | -39.1% | +178.8% | +123.0% |
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