-71.1%
CIFR vs FIGR
-41.8%
-29.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +4.2% | -24.1% | -21.4% |
| 7D | -26.7% | -1.3% | -25.4% | -26.5% |
| 30D | -58.0% | -17.6% | -40.4% | -55.1% |
| 3M | -68.1% | -16.7% | -51.4% | -66.2% |
| 6M | -63.7% | -36.1% | -27.5% | -58.7% |
| YTD | -56.0% | -43.6% | -12.3% | -54.0% |
| 1Y | -71.1% | -39.8% | -31.3% | -70.8% |
| All | -71.1% | -41.8% | -29.3% | -70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 1y: compounded portfolio wealth divided by compounded FIGR 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…
1y analysis · Full analysis span regression · 6 months rolling