+70.7%
CIFR vs FND
-42.6%
+113.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.7% | -8.0% | -8.3% |
| 7D | +11.3% | -0.8% | +12.1% | +11.8% |
| 30D | +3.5% | -19.6% | +23.1% | +14.7% |
| 3M | -26.6% | -4.3% | -22.3% | -28.4% |
| 6M | +18.1% | -20.4% | +38.5% | +26.1% |
| YTD | +14.5% | -21.9% | +36.4% | +23.2% |
| 1Y | +83.3% | -45.2% | +128.5% | +136.1% |
| 3Y | +461.5% | -49.2% | +510.7% | +602.3% |
| 5Y | +29.3% | -61.8% | +91.1% | +68.0% |
| All | +70.7% | -42.6% | +113.3% | +113.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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