+38.9%
CIFR vs FRSH
-72.5%
+111.4%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.2% | +5.5% | +5.6% |
| 7D | -5.0% | -6.6% | +1.6% | -2.1% |
| 30D | -5.7% | +2.1% | -7.8% | -7.9% |
| 3M | -25.5% | +29.0% | -54.5% | -37.5% |
| 6M | +19.4% | +48.6% | -29.2% | -9.8% |
| YTD | +14.2% | -2.9% | +17.1% | +5.1% |
| 1Y | +69.0% | -7.9% | +76.9% | +59.4% |
| 3Y | +503.9% | -46.5% | +550.5% | +648.9% |
| All | +38.9% | -72.5% | +111.4% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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