-30.7%
CIFR vs FN
+410.3%
-441.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -7.3% | +3.2% | +0.1% |
| 7D | +4.8% | +0.3% | +4.6% | +4.3% |
| 30D | -31.0% | -16.5% | -14.5% | -22.4% |
| 3M | -58.7% | -42.1% | -16.6% | -43.9% |
| 6M | -67.7% | -52.9% | -14.8% | -52.0% |
| YTD | -53.5% | -28.0% | -25.6% | -46.2% |
| 1Y | -54.1% | -18.5% | -35.5% | -49.8% |
| 3Y | +138.2% | +93.9% | +44.3% | +79.5% |
| 5Y | -18.5% | +170.5% | -189.0% | -49.4% |
| All | -30.7% | +410.3% | -441.0% | -58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling