+43.0%
CIFR vs FICO
-24.0%
+67.0%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.6% | +0.9% | -15.5% | -14.7% |
| 7D | -31.5% | -0.3% | -31.2% | -31.4% |
| 30D | -64.2% | +1.7% | -65.9% | -64.2% |
| 3M | -70.3% | -35.2% | -35.1% | -69.5% |
| 6M | -74.9% | -33.7% | -41.2% | -75.8% |
| YTD | -62.4% | -58.2% | -4.2% | -57.6% |
| 1Y | -77.5% | -56.6% | -21.0% | -75.3% |
| All | +43.0% | -24.0% | +67.0% | +69.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling