-71.1%
CIFR vs FLEX
+23.4%
-94.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | -12.3% | -7.6% | -11.1% |
| 7D | -26.7% | -17.0% | -9.7% | -15.0% |
| 30D | -58.0% | -33.8% | -24.2% | -43.2% |
| 3M | -68.1% | -39.0% | -29.1% | -54.2% |
| 6M | -63.7% | -15.9% | -47.8% | -57.7% |
| YTD | -56.0% | +27.8% | -83.8% | -66.0% |
| 1Y | -71.1% | +25.0% | -96.1% | -77.8% |
| All | -71.1% | +23.4% | -94.6% | -77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 1y: compounded portfolio wealth divided by compounded FLEX 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…
1y analysis · Full analysis span regression · 6 months rolling