+70.7%
CIFR vs FLUT
-41.4%
+112.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.4% | -7.3% | -8.1% |
| 7D | +11.3% | -2.6% | +13.9% | +12.6% |
| 30D | +3.5% | +5.4% | -1.9% | +0.6% |
| 3M | -26.6% | -10.8% | -15.9% | -24.8% |
| 6M | +18.1% | -9.2% | +27.3% | +18.6% |
| YTD | +14.5% | -53.8% | +68.3% | +55.4% |
| 1Y | +83.3% | -66.0% | +149.3% | +185.4% |
| 3Y | +461.5% | -44.7% | +506.1% | +623.9% |
| 5Y | +29.3% | -50.6% | +79.9% | +57.2% |
| All | +70.7% | -41.4% | +112.1% | +107.2% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling