+146.9%
CIFR vs FLR
+40.2%
+106.7%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +0.4% | +8.5% | +8.5% |
| 7D | +9.4% | +6.3% | +3.1% | +3.6% |
| 30D | -45.3% | +1.8% | -47.1% | -45.3% |
| 3M | -58.7% | -4.4% | -54.3% | -56.3% |
| 6M | -64.9% | +15.9% | -80.8% | -69.1% |
| YTD | -51.8% | +27.7% | -79.6% | -62.3% |
| 1Y | -61.9% | +11.6% | -73.5% | -65.7% |
| All | +146.9% | +40.2% | +106.7% | +95.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling