+87.0%
CIFR vs FLEX
+931.2%
-844.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.4% | 0.0% | +1.1% |
| 7D | +26.7% | +7.0% | +19.7% | +20.8% |
| 30D | +7.7% | -5.8% | +13.5% | +13.3% |
| 3M | -23.8% | -24.2% | +0.4% | -7.0% |
| 6M | +35.9% | +90.8% | -54.9% | -24.7% |
| YTD | +25.4% | +89.2% | -63.8% | -29.8% |
| 1Y | +139.8% | +104.7% | +35.1% | +27.6% |
| 3Y | +515.0% | +478.1% | +36.9% | +72.6% |
| 5Y | +52.1% | +726.2% | -674.1% | -65.6% |
| All | +87.0% | +931.2% | -844.2% | -57.9% |
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