-34.0%
CIFR vs FLEX
+586.4%
-620.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.7% | -1.5% | -2.1% |
| 7D | -19.6% | -13.6% | -5.9% | -8.9% |
| 30D | -51.7% | -36.5% | -15.2% | -30.5% |
| 3M | -60.0% | -36.4% | -23.6% | -42.1% |
| 6M | -68.2% | -46.5% | -21.7% | -48.1% |
| YTD | -55.8% | +25.9% | -81.7% | -65.6% |
| 1Y | -66.8% | +19.6% | -86.3% | -73.1% |
| 3Y | +119.1% | +287.0% | -167.9% | -14.1% |
| 5Y | -25.3% | +466.6% | -491.9% | -76.5% |
| All | -34.0% | +586.4% | -620.5% | -79.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling