-69.9%
CIFR vs FICO
-58.2%
-11.7%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -0.4% | +18.3% | +17.8% |
| 7D | -10.2% | -0.9% | -9.3% | -10.5% |
| 30D | -55.0% | +3.3% | -58.4% | -54.2% |
| 3M | -64.1% | -31.7% | -32.3% | -67.8% |
| 6M | -70.1% | -34.0% | -36.2% | -74.5% |
| YTD | -55.7% | -58.3% | +2.7% | -64.0% |
| 1Y | -69.9% | -57.9% | -11.9% | -74.6% |
| All | -69.9% | -58.2% | -11.7% | -74.6% |
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