+69.0%
CIFR vs FIGR
-3.1%
+72.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.6% | +10.4% | +7.3% |
| 7D | -5.0% | -3.0% | -2.0% | -4.1% |
| 30D | -5.7% | +13.7% | -19.4% | -10.2% |
| 3M | -25.5% | +23.9% | -49.4% | -31.5% |
| 6M | +19.4% | -8.4% | +27.8% | +19.1% |
| YTD | +14.2% | -14.6% | +28.8% | +8.2% |
| 1Y | +69.0% | +12.1% | +56.9% | +67.0% |
| All | +69.0% | -3.1% | +72.1% | +67.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling