-33.9%
CIFR vs FICO
+62.4%
-96.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -0.4% | +18.3% | +18.0% |
| 7D | -10.2% | -0.9% | -9.3% | -10.0% |
| 30D | -55.0% | +3.3% | -58.4% | -55.6% |
| 3M | -64.1% | -31.7% | -32.3% | -61.9% |
| 6M | -70.1% | -34.0% | -36.2% | -70.1% |
| YTD | -55.7% | -58.3% | +2.7% | -47.8% |
| 1Y | -69.9% | -57.9% | -11.9% | -64.8% |
| 3Y | +68.7% | -24.1% | +92.7% | +47.0% |
| 5Y | -26.2% | +85.3% | -111.5% | -56.1% |
| All | -33.9% | +62.4% | -96.3% | -59.9% |
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