-21.0%
CIFR vs FICO
+91.4%
-112.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.4% | -4.4% | -4.1% |
| 7D | +4.8% | +2.2% | +2.6% | +4.3% |
| 30D | -31.0% | +0.1% | -31.1% | -31.2% |
| 3M | -58.7% | -35.2% | -23.6% | -55.6% |
| 6M | -67.7% | -32.4% | -35.3% | -67.9% |
| YTD | -53.5% | -57.4% | +3.9% | -45.3% |
| 1Y | -54.1% | -58.5% | +4.5% | -45.4% |
| 3Y | +138.2% | -28.9% | +167.0% | +109.0% |
| All | -21.0% | +91.4% | -112.4% | -55.8% |
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 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