+51.0%
CIFR vs FIVE
+31.2%
+19.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.1% | -3.0% | -0.2% |
| 7D | +16.9% | +4.3% | +12.7% | +14.6% |
| 30D | -5.2% | +12.5% | -17.7% | -11.4% |
| 3M | -30.6% | +31.2% | -61.8% | -40.3% |
| 6M | +10.6% | +14.4% | -3.8% | +0.6% |
| YTD | +20.2% | +33.9% | -13.7% | +1.2% |
| 1Y | +139.7% | +65.1% | +74.7% | +82.7% |
| 3Y | +489.4% | +49.0% | +440.4% | +349.2% |
| All | +51.0% | +31.2% | +19.8% | +21.6% |
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