+70.7%
CIFR vs FLEX
+916.5%
-845.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.4% | -7.3% | -7.7% |
| 7D | +11.3% | +6.4% | +5.0% | +6.7% |
| 30D | +3.5% | -5.9% | +9.4% | +9.0% |
| 3M | -26.6% | -23.5% | -3.2% | -11.0% |
| 6M | +18.1% | +83.7% | -65.6% | -32.6% |
| YTD | +14.5% | +86.5% | -72.0% | -35.2% |
| 1Y | +83.3% | +100.5% | -17.2% | -0.9% |
| 3Y | +461.5% | +469.8% | -8.4% | +59.4% |
| 5Y | +29.3% | +725.7% | -696.4% | -70.5% |
| All | +70.7% | +916.5% | -845.8% | -61.1% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling