-21.0%
CIFR vs FIVE
+16.7%
-37.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.0% |
| 7D | +4.8% | +2.7% | +2.2% | +3.6% |
| 30D | -31.0% | +12.7% | -43.7% | -35.2% |
| 3M | -58.7% | +2.1% | -60.8% | -59.9% |
| 6M | -67.7% | +17.5% | -85.2% | -71.3% |
| YTD | -53.5% | +31.0% | -84.5% | -60.9% |
| 1Y | -54.1% | +67.7% | -121.8% | -65.6% |
| 3Y | +138.2% | +43.4% | +94.8% | +83.7% |
| All | -21.0% | +16.7% | -37.7% | -38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling