+239.0%
CIFR vs FIG
-73.2%
+312.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -5.7% | +10.0% | +4.0% |
| 7D | +26.7% | -16.4% | +43.1% | +25.6% |
| 30D | +7.7% | -2.3% | +10.1% | +8.0% |
| 3M | -23.8% | +7.8% | -31.6% | -23.8% |
| 6M | +35.9% | -21.8% | +57.8% | +42.1% |
| YTD | +25.4% | -39.1% | +64.5% | +38.3% |
| 1Y | +139.8% | -56.6% | +196.4% | +192.2% |
| All | +239.0% | -73.2% | +312.2% | +313.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling