+51.0%
CIFR vs FLEX
+657.3%
-606.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.5% | +0.6% | +0.9% |
| 7D | +16.9% | -0.9% | +17.8% | +18.0% |
| 30D | -5.2% | -10.1% | +5.0% | +4.0% |
| 3M | -30.6% | -31.3% | +0.8% | -6.6% |
| 6M | +10.6% | +71.3% | -60.7% | -38.6% |
| YTD | +20.2% | +81.2% | -61.1% | -36.9% |
| 1Y | +139.7% | +98.5% | +41.2% | +16.8% |
| 3Y | +489.4% | +428.2% | +61.1% | +32.7% |
| All | +51.0% | +657.3% | -606.3% | -77.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling