+139.8%
CIFR vs FLUT
-66.0%
+205.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.8% | +4.3% |
| 7D | +26.7% | +3.8% | +22.9% | +26.1% |
| 30D | +7.7% | +6.3% | +1.5% | +6.7% |
| 3M | -23.8% | -4.0% | -19.7% | -24.1% |
| 6M | +35.9% | -10.3% | +46.2% | +38.1% |
| YTD | +25.4% | -53.2% | +78.6% | +68.5% |
| 1Y | +139.8% | -65.0% | +204.8% | +271.0% |
| All | +139.8% | -66.0% | +205.8% | +271.0% |
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