+209.5%
CIFR vs FIG
-74.1%
+283.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -3.3% | -5.4% | -8.9% |
| 7D | +11.3% | -14.5% | +25.8% | +10.5% |
| 30D | +3.5% | -13.3% | +16.8% | +3.2% |
| 3M | -26.6% | +7.4% | -34.1% | -27.0% |
| 6M | +18.1% | -27.8% | +45.9% | +24.4% |
| YTD | +14.5% | -41.1% | +55.6% | +26.1% |
| 1Y | +83.3% | -58.7% | +142.0% | +123.2% |
| All | +209.5% | -74.1% | +283.6% | +276.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 10y: compounded portfolio wealth divided by compounded FIG 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…
10y analysis · Full analysis span regression · 6 months rolling