+52.1%
CIFR vs FLUT
-50.1%
+102.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.8% | +4.1% |
| 7D | +26.7% | +3.8% | +22.9% | +24.5% |
| 30D | +7.7% | +6.3% | +1.5% | +3.8% |
| 3M | -23.8% | -4.0% | -19.7% | -24.8% |
| 6M | +35.9% | -10.3% | +46.2% | +37.2% |
| YTD | +25.4% | -53.2% | +78.6% | +77.7% |
| 1Y | +139.8% | -65.0% | +204.8% | +296.6% |
| 3Y | +515.0% | -43.9% | +558.8% | +708.8% |
| 5Y | +52.1% | -49.2% | +101.3% | +154.4% |
| All | +52.1% | -50.1% | +102.2% | +154.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling