-34.0%
CIFR vs FICO
+68.4%
-102.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.0% | -5.1% | -4.3% |
| 7D | -19.6% | +0.9% | -20.4% | -19.6% |
| 30D | -51.7% | +9.4% | -61.2% | -52.8% |
| 3M | -60.0% | -30.4% | -29.6% | -57.8% |
| 6M | -68.2% | -35.1% | -33.1% | -67.7% |
| YTD | -55.8% | -56.8% | +1.0% | -48.3% |
| 1Y | -66.8% | -58.4% | -8.4% | -60.6% |
| 3Y | +119.1% | -26.7% | +145.8% | +96.2% |
| 5Y | -25.3% | +88.0% | -113.3% | -55.8% |
| All | -34.0% | +68.4% | -102.4% | -60.3% |
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