+79.2%
CIFR vs FIVN
-77.1%
+156.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.4% | +4.6% | +3.1% |
| 7D | +16.9% | -2.3% | +19.2% | +18.0% |
| 30D | -5.2% | +12.4% | -17.6% | -11.7% |
| 3M | -30.6% | +36.0% | -66.6% | -42.0% |
| 6M | +10.6% | +86.0% | -75.4% | -24.5% |
| YTD | +20.2% | +65.9% | -45.7% | -16.2% |
| 1Y | +139.7% | +26.5% | +113.2% | +92.1% |
| 3Y | +489.4% | -54.2% | +543.6% | +650.1% |
| 5Y | +54.4% | -80.5% | +134.8% | +132.3% |
| All | +79.2% | -77.1% | +156.3% | +168.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling