-27.8%
CIFR vs FICO
+65.3%
-93.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.1% | +0.9% |
| 7D | +28.8% | +1.4% | +27.4% | +28.4% |
| 30D | -36.9% | -0.8% | -36.2% | -37.0% |
| 3M | -60.0% | -31.3% | -28.7% | -57.6% |
| 6M | -64.4% | -33.9% | -30.4% | -64.1% |
| YTD | -51.6% | -57.6% | +6.0% | -43.2% |
| 1Y | -58.9% | -59.7% | +0.8% | -50.7% |
| 3Y | +139.9% | -28.0% | +168.0% | +115.6% |
| 5Y | -15.1% | +91.0% | -106.0% | -50.0% |
| All | -27.8% | +65.3% | -93.1% | -56.4% |
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 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