+68.7%
CIFR vs FN
+101.0%
-32.3%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +11.7% | +6.3% | +10.0% |
| 7D | -10.2% | 0.0% | -10.2% | -8.3% |
| 30D | -55.0% | -34.3% | -20.7% | -39.3% |
| 3M | -64.1% | -39.9% | -24.2% | -49.4% |
| 6M | -70.1% | -51.8% | -18.3% | -52.9% |
| YTD | -55.7% | -28.1% | -27.5% | -48.8% |
| 1Y | -69.9% | -29.1% | -40.8% | -64.8% |
| 3Y | +68.7% | +102.4% | -33.8% | -7.5% |
| All | +68.7% | +101.0% | -32.3% | -7.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling