-31.2%
CIFR vs FLUT
-51.6%
+20.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.4% | +3.7% | +3.9% |
| 7D | -0.7% | -6.5% | +5.7% | +1.5% |
| 30D | -49.6% | +2.8% | -52.4% | -50.6% |
| 3M | -60.4% | -13.5% | -46.9% | -59.0% |
| 6M | -66.9% | -19.0% | -47.9% | -65.7% |
| YTD | -53.9% | -61.9% | +8.0% | -33.5% |
| 1Y | -67.1% | -63.2% | -3.8% | -51.6% |
| 3Y | +118.3% | -46.0% | +164.3% | +181.3% |
| 5Y | -26.9% | -51.8% | +24.9% | -8.2% |
| All | -31.2% | -51.6% | +20.4% | -11.4% |
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 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