-37.4%
CIFR vs FICO
+84.1%
-121.5%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.6% | +0.9% | -15.5% | -14.8% |
| 7D | -31.5% | -0.3% | -31.2% | -31.4% |
| 30D | -64.2% | +1.7% | -65.9% | -64.5% |
| 3M | -70.3% | -35.2% | -35.1% | -68.1% |
| 6M | -74.9% | -33.7% | -41.2% | -75.0% |
| YTD | -62.4% | -58.2% | -4.2% | -55.4% |
| 1Y | -77.5% | -56.6% | -21.0% | -74.1% |
| 3Y | +35.4% | -24.0% | +59.3% | +13.2% |
| 5Y | -37.4% | +86.1% | -123.5% | -67.9% |
| All | -37.4% | +84.1% | -121.5% | -67.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling