+79.2%
CIFR vs FND
-39.4%
+118.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +1.3% |
| 7D | +16.9% | -5.2% | +22.2% | +20.1% |
| 30D | -5.2% | -19.9% | +14.7% | +5.2% |
| 3M | -30.6% | +2.7% | -33.3% | -34.9% |
| 6M | +10.6% | -21.7% | +32.3% | +19.8% |
| YTD | +20.2% | -17.5% | +37.7% | +26.1% |
| 1Y | +139.7% | -39.3% | +179.0% | +192.6% |
| 3Y | +489.4% | -49.8% | +539.1% | +647.2% |
| 5Y | +54.4% | -60.1% | +114.5% | +95.7% |
| All | +79.2% | -39.4% | +118.6% | +118.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling