+68.7%
CIFR vs FLUT
-52.0%
+120.6%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -1.5% | +19.5% | +18.6% |
| 7D | -10.2% | -1.1% | -9.1% | -10.4% |
| 30D | -55.0% | +7.7% | -62.8% | -57.2% |
| 3M | -64.1% | -12.2% | -51.9% | -62.9% |
| 6M | -70.1% | -17.6% | -52.6% | -69.5% |
| YTD | -55.7% | -62.0% | +6.3% | -26.0% |
| 1Y | -69.9% | -62.3% | -7.6% | -49.5% |
| 3Y | +68.7% | -52.0% | +120.6% | +170.2% |
| All | +68.7% | -52.0% | +120.6% | +170.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling