-31.2%
CIFR vs FICO
+66.8%
-98.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.7% | +1.3% | +3.5% |
| 7D | -0.7% | -0.1% | -0.7% | -0.6% |
| 30D | -49.6% | +8.4% | -58.0% | -50.7% |
| 3M | -60.4% | -30.5% | -29.9% | -58.1% |
| 6M | -66.9% | -35.7% | -31.1% | -66.2% |
| YTD | -53.9% | -57.2% | +3.3% | -46.0% |
| 1Y | -67.1% | -58.4% | -8.7% | -61.1% |
| 3Y | +118.3% | -24.8% | +143.1% | +92.7% |
| 5Y | -26.9% | +79.3% | -106.1% | -56.2% |
| All | -31.2% | +66.8% | -98.0% | -58.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling