-43.9%
CIFR vs FN
+355.8%
-399.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.6% | -14.2% | -0.4% | -6.7% |
| 7D | -31.5% | -16.0% | -15.5% | -23.3% |
| 30D | -64.2% | -40.1% | -24.1% | -51.7% |
| 3M | -70.3% | -43.9% | -26.4% | -59.0% |
| 6M | -74.9% | -55.6% | -19.3% | -61.4% |
| YTD | -62.4% | -35.7% | -26.7% | -53.7% |
| 1Y | -77.5% | -39.8% | -37.7% | -71.2% |
| 3Y | +35.4% | +80.3% | -44.9% | +7.4% |
| 5Y | -37.4% | +143.3% | -180.7% | -58.6% |
| All | -43.9% | +355.8% | -399.8% | -63.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling