-48.8%
CIFR vs FPS
-13.7%
-35.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | -17.3% | -2.6% | -7.2% |
| 7D | -26.7% | -23.3% | -3.4% | -9.8% |
| 30D | -58.0% | -42.4% | -15.6% | -37.8% |
| 3M | -68.1% | -43.0% | -25.1% | -52.8% |
| 6M | -63.7% | -44.5% | -19.2% | -46.8% |
| All | -48.8% | -13.7% | -35.1% | -41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 1y: compounded portfolio wealth divided by compounded FPS 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…
1y analysis · Full analysis span regression · 6 months rolling