-21.0%
CIFR vs FIVN
-82.9%
+62.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.1% | -1.0% | -2.8% |
| 7D | +4.8% | -2.8% | +7.7% | +6.2% |
| 30D | -31.0% | -17.4% | -13.6% | -26.9% |
| 3M | -58.7% | -19.2% | -39.6% | -56.5% |
| 6M | -67.7% | +29.4% | -97.1% | -74.9% |
| YTD | -53.5% | +36.3% | -89.8% | -67.9% |
| 1Y | -54.1% | +33.5% | -87.5% | -68.0% |
| 3Y | +138.2% | -56.8% | +195.0% | +218.2% |
| All | -21.0% | -82.9% | +62.0% | +47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling