+79.2%
CIFR vs FLUT
-40.9%
+120.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.2% | +4.3% | +3.0% |
| 7D | +16.9% | -1.6% | +18.6% | +17.7% |
| 30D | -5.2% | +7.7% | -12.9% | -8.8% |
| 3M | -30.6% | -0.7% | -29.9% | -32.3% |
| 6M | +10.6% | -11.2% | +21.8% | +12.1% |
| YTD | +20.2% | -53.4% | +73.6% | +62.5% |
| 1Y | +139.7% | -65.8% | +205.5% | +272.3% |
| 3Y | +489.4% | -44.9% | +534.3% | +660.3% |
| 5Y | +54.4% | -49.7% | +104.1% | +87.0% |
| All | +79.2% | -40.9% | +120.1% | +116.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling