-71.1%
CIFR vs FLUT
-63.1%
-8.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | -2.3% | -17.6% | -19.9% |
| 7D | -26.7% | +4.2% | -30.9% | -27.1% |
| 30D | -58.0% | +8.0% | -66.0% | -58.3% |
| 3M | -68.1% | -22.1% | -46.0% | -67.3% |
| 6M | -63.7% | -21.7% | -42.0% | -63.2% |
| YTD | -56.0% | -62.0% | +6.0% | -40.6% |
| 1Y | -71.1% | -63.2% | -8.0% | -60.3% |
| All | -71.1% | -63.1% | -8.0% | -60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 1y: compounded portfolio wealth divided by compounded FLUT 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…
1y analysis · Full analysis span regression · 6 months rolling