+146.9%
CIFR vs FIVE
+42.3%
+104.6%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -1.1% | +10.0% | +9.2% |
| 7D | +9.4% | -0.5% | +9.9% | +9.7% |
| 30D | -45.3% | +17.4% | -62.7% | -48.5% |
| 3M | -58.7% | +7.0% | -65.7% | -60.2% |
| 6M | -64.9% | +20.5% | -85.4% | -68.1% |
| YTD | -51.8% | +33.1% | -84.9% | -57.6% |
| 1Y | -61.9% | +67.1% | -129.0% | -69.1% |
| All | +146.9% | +42.3% | +104.6% | +103.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling