-33.9%
CIFR vs FN
+409.0%
-442.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +11.7% | +6.3% | +11.4% |
| 7D | -10.2% | 0.0% | -10.2% | -8.4% |
| 30D | -55.0% | -34.3% | -20.7% | -42.2% |
| 3M | -64.1% | -39.9% | -24.2% | -52.0% |
| 6M | -70.1% | -51.8% | -18.3% | -56.0% |
| YTD | -55.7% | -28.1% | -27.5% | -48.4% |
| 1Y | -69.9% | -29.1% | -40.8% | -64.5% |
| 3Y | +68.7% | +102.4% | -33.8% | +26.2% |
| 5Y | -26.2% | +171.7% | -197.9% | -53.9% |
| All | -33.9% | +409.0% | -442.9% | -59.7% |
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