+29.3%
CIFR vs FOXA
+87.1%
-57.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -2.1% | -6.6% | -7.5% |
| 7D | +11.3% | -5.4% | +16.8% | +15.0% |
| 30D | +3.5% | +1.1% | +2.4% | +2.4% |
| 3M | -26.6% | -6.1% | -20.5% | -26.4% |
| 6M | +18.1% | +8.2% | +9.9% | +4.6% |
| YTD | +14.5% | -11.8% | +26.3% | +19.3% |
| 1Y | +83.3% | +9.9% | +73.4% | +54.8% |
| 3Y | +461.5% | +110.7% | +350.7% | +164.1% |
| 5Y | +29.3% | +86.9% | -57.6% | -38.4% |
| All | +29.3% | +87.1% | -57.8% | -38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling