+119.8%
CIFR vs FLNC
-69.8%
+189.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -8.3% | -0.4% | -5.6% |
| 7D | +11.3% | -4.2% | +15.5% | +13.0% |
| 30D | +3.5% | -20.0% | +23.5% | +12.6% |
| 3M | -26.6% | -56.9% | +30.2% | +0.2% |
| 6M | +18.1% | -35.5% | +53.6% | +23.7% |
| YTD | +14.5% | -48.8% | +63.3% | +27.6% |
| 1Y | +83.3% | +49.3% | +34.0% | +28.6% |
| 3Y | +461.5% | -61.8% | +523.2% | +429.5% |
| All | +119.8% | -69.8% | +189.6% | +79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 all: compounded portfolio wealth divided by compounded FLNC 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…
all analysis · Full analysis span regression · 6 months rolling