+129.8%
CIFR vs FIVE
+64.1%
+65.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.1% | -3.0% | +0.1% |
| 7D | +16.9% | +4.3% | +12.7% | +14.9% |
| 30D | -5.2% | +12.5% | -17.7% | -11.4% |
| 3M | -30.6% | +31.2% | -61.8% | -40.9% |
| 6M | +10.6% | +14.4% | -3.8% | +0.9% |
| YTD | +20.2% | +33.9% | -13.7% | -4.5% |
| All | +129.8% | +64.1% | +65.7% | +48.9% |
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