+61.0%
CIFR vs FOXA
+165.9%
-104.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +2.1% | -7.7% | -6.6% |
| 7D | -8.2% | -3.7% | -4.5% | -6.8% |
| 30D | -7.4% | +5.4% | -12.7% | -9.7% |
| 3M | -24.2% | -3.7% | -20.4% | -24.9% |
| 6M | +14.2% | +12.6% | +1.6% | +2.8% |
| YTD | +8.0% | -10.0% | +18.0% | +10.3% |
| 1Y | +55.5% | +15.0% | +40.5% | +35.7% |
| 3Y | +429.6% | +115.1% | +314.5% | +229.5% |
| 5Y | +20.8% | +93.0% | -72.3% | -20.4% |
| All | +61.0% | +165.9% | -104.9% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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