-70.1%
CIFR vs FLUT
-22.8%
-47.4%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -1.5% | +19.5% | +17.5% |
| 7D | -10.2% | -1.1% | -9.1% | -10.5% |
| 30D | -55.0% | +7.7% | -62.8% | -54.3% |
| 3M | -64.1% | -12.2% | -51.9% | -64.6% |
| 6M | -70.1% | -17.6% | -52.6% | -71.4% |
| All | -70.1% | -22.8% | -47.4% | -71.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling