-13.0%
CIFR vs FLR
+127.2%
-140.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +0.4% | +8.5% | +8.6% |
| 7D | +9.4% | +6.3% | +3.1% | +5.0% |
| 30D | -45.3% | +1.8% | -47.1% | -45.2% |
| 3M | -58.7% | -4.4% | -54.3% | -56.7% |
| 6M | -64.9% | +15.9% | -80.8% | -67.7% |
| YTD | -51.8% | +27.7% | -79.6% | -58.8% |
| 1Y | -61.9% | +11.6% | -73.5% | -63.9% |
| 3Y | +138.6% | +39.9% | +98.7% | +111.8% |
| 5Y | -13.0% | +127.5% | -140.5% | -39.0% |
| All | -13.0% | +127.2% | -140.2% | -39.0% |
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 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