+45.7%
CIFR vs FPS
+24.3%
+21.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.1% | +1.3% | +2.1% |
| 7D | +26.7% | +10.4% | +16.3% | +18.4% |
| 30D | +7.7% | -16.5% | +24.3% | +23.2% |
| 3M | -23.8% | -45.5% | +21.7% | +10.9% |
| 6M | +35.9% | +2.1% | +33.8% | +29.7% |
| All | +45.7% | +24.3% | +21.5% | +30.6% |
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