-71.1%
CIFR vs FIVE
+63.3%
-134.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +6.7% | -26.6% | -21.4% |
| 7D | -26.7% | +7.5% | -34.2% | -28.3% |
| 30D | -58.0% | +16.7% | -74.7% | -60.1% |
| 3M | -68.1% | +13.4% | -81.5% | -70.0% |
| 6M | -63.7% | +9.0% | -72.7% | -65.1% |
| YTD | -56.0% | +33.8% | -89.8% | -67.7% |
| 1Y | -71.1% | +61.2% | -132.3% | -85.0% |
| All | -71.1% | +63.3% | -134.4% | -85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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