+79.2%
CIFR vs FIVE
+83.5%
-4.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.1% | -3.0% | 0.0% |
| 7D | +16.9% | +4.3% | +12.7% | +14.8% |
| 30D | -5.2% | +12.5% | -17.7% | -10.8% |
| 3M | -30.6% | +31.2% | -61.8% | -39.3% |
| 6M | +10.6% | +14.4% | -3.8% | +1.7% |
| YTD | +20.2% | +33.9% | -13.7% | +3.3% |
| 1Y | +139.7% | +65.1% | +74.7% | +88.9% |
| 3Y | +489.4% | +49.0% | +440.4% | +356.6% |
| 5Y | +54.4% | +30.3% | +24.1% | +16.4% |
| All | +79.2% | +83.5% | -4.3% | +31.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling