+51.0%
CIFR vs FICO
+99.8%
-48.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -16.7% | +18.8% | +6.5% |
| 7D | +16.9% | -19.2% | +36.1% | +23.0% |
| 30D | -5.2% | -14.6% | +9.4% | -2.3% |
| 3M | -30.6% | -20.1% | -10.5% | -30.7% |
| 6M | +10.6% | -36.3% | +46.9% | +18.7% |
| YTD | +20.2% | -44.9% | +65.0% | +36.9% |
| 1Y | +139.7% | -38.6% | +178.4% | +151.5% |
| 3Y | +489.4% | +4.0% | +485.4% | +348.5% |
| All | +51.0% | +99.8% | -48.8% | -18.6% |
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 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