+70.2%
CIFR vs FLR
+368.0%
-297.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.2% | +4.5% | +5.1% |
| 7D | -5.0% | -3.5% | -1.5% | -3.0% |
| 30D | -5.7% | +4.2% | -9.9% | -7.6% |
| 3M | -25.5% | +8.1% | -33.6% | -28.4% |
| 6M | +19.4% | +21.5% | -2.1% | +8.9% |
| YTD | +14.2% | +36.8% | -22.6% | -1.2% |
| 1Y | +69.0% | +31.2% | +37.8% | +52.3% |
| 3Y | +503.9% | +53.9% | +450.1% | +448.3% |
| 5Y | +27.7% | +243.0% | -215.4% | +6.6% |
| All | +70.2% | +368.0% | -297.8% | +40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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