-30.7%
CIFR vs FLEX
+576.4%
-607.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.0% | 0.0% | -1.0% |
| 7D | +4.8% | +7.5% | -2.6% | -1.2% |
| 30D | -31.0% | -25.3% | -5.7% | -12.4% |
| 3M | -58.7% | -39.7% | -19.0% | -37.8% |
| 6M | -67.7% | -47.9% | -19.8% | -46.1% |
| YTD | -53.5% | +24.1% | -77.6% | -63.3% |
| 1Y | -54.1% | +26.0% | -80.0% | -64.5% |
| 3Y | +138.2% | +282.7% | -144.5% | -5.6% |
| 5Y | -18.5% | +424.2% | -442.8% | -73.8% |
| All | -30.7% | +576.4% | -607.1% | -78.0% |
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