+29.3%
CIFR vs FLR
+245.1%
-215.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -3.2% | -5.5% | -6.5% |
| 7D | +11.3% | -3.1% | +14.5% | +14.1% |
| 30D | +3.5% | +4.9% | -1.4% | +0.1% |
| 3M | -26.6% | +10.8% | -37.4% | -31.7% |
| 6M | +18.1% | +19.7% | -1.6% | +4.5% |
| YTD | +14.5% | +38.4% | -23.9% | -7.5% |
| 1Y | +83.3% | +34.7% | +48.6% | +54.8% |
| 3Y | +461.5% | +56.7% | +404.8% | +368.9% |
| 5Y | +29.3% | +241.6% | -212.3% | -3.8% |
| All | +29.3% | +245.1% | -215.8% | -3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling