+224.9%
CIFR vs FIG
-71.6%
+296.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.4% | +6.5% | +1.9% |
| 7D | +16.9% | -16.3% | +33.2% | +16.0% |
| 30D | -5.2% | -14.3% | +9.1% | -5.3% |
| 3M | -30.6% | +7.2% | -37.7% | -30.0% |
| 6M | +10.6% | -18.6% | +29.2% | +16.5% |
| YTD | +20.2% | -35.5% | +55.6% | +33.0% |
| 1Y | +139.7% | -55.8% | +195.5% | +193.4% |
| All | +224.9% | -71.6% | +296.5% | +297.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling