+68.7%
CIFR vs FIVE
+34.8%
+33.8%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -0.4% | +18.3% | +18.1% |
| 7D | -10.2% | -0.3% | -9.9% | -10.5% |
| 30D | -55.0% | +17.7% | -72.7% | -57.8% |
| 3M | -64.1% | +4.0% | -68.0% | -65.1% |
| 6M | -70.1% | +2.6% | -72.7% | -71.2% |
| YTD | -55.7% | +27.6% | -83.2% | -60.5% |
| 1Y | -69.9% | +59.9% | -129.8% | -75.2% |
| 3Y | +68.7% | +35.8% | +32.9% | +36.5% |
| All | +68.7% | +34.8% | +33.8% | +36.5% |
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