-25.3%
CIFR vs FN
+194.7%
-220.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.8% | +0.6% | -1.2% |
| 7D | -19.6% | -4.1% | -15.5% | -16.7% |
| 30D | -51.7% | -28.3% | -23.4% | -40.2% |
| 3M | -60.0% | -33.9% | -26.1% | -48.6% |
| 6M | -68.2% | -43.9% | -24.3% | -56.1% |
| YTD | -55.8% | -23.4% | -32.3% | -50.7% |
| 1Y | -66.8% | -25.4% | -41.4% | -62.2% |
| 3Y | +119.1% | +107.9% | +11.2% | +46.8% |
| 5Y | -25.3% | +195.1% | -220.4% | -62.3% |
| All | -25.3% | +194.7% | -220.0% | -62.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling