+19.6%
CIFR vs FIG
-78.1%
+97.7%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.0% | -0.1% | -4.3% |
| 7D | -19.6% | -11.4% | -8.2% | -19.9% |
| 30D | -51.7% | -17.2% | -34.5% | -52.0% |
| 3M | -60.0% | -26.6% | -33.4% | -60.3% |
| 6M | -68.2% | -9.8% | -58.4% | -69.0% |
| YTD | -55.8% | -50.1% | -5.6% | -51.5% |
| 1Y | -66.8% | -58.1% | -8.7% | -62.1% |
| All | +19.6% | -78.1% | +97.7% | +44.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling