+70.2%
CIFR vs FIVN
-78.9%
+149.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.4% | +4.4% | +5.2% |
| 7D | -5.0% | -7.8% | +2.8% | -2.1% |
| 30D | -5.7% | -1.7% | -4.0% | -5.9% |
| 3M | -25.5% | +47.2% | -72.7% | -40.4% |
| 6M | +19.4% | +82.7% | -63.3% | -18.6% |
| YTD | +14.2% | +52.9% | -38.8% | -17.9% |
| 1Y | +69.0% | +17.5% | +51.5% | +39.7% |
| 3Y | +503.9% | -55.8% | +559.8% | +678.5% |
| 5Y | +27.7% | -82.3% | +110.0% | +98.1% |
| All | +70.2% | -78.9% | +149.1% | +162.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 10y: compounded portfolio wealth divided by compounded FIVN 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…
10y analysis · Full analysis span regression · 6 months rolling