+39.3%
CIFR vs FRSH
-72.4%
+111.7%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.4% | -7.3% | -8.0% |
| 7D | +11.3% | -9.6% | +20.9% | +16.4% |
| 30D | +3.5% | -0.4% | +3.9% | +2.2% |
| 3M | -26.6% | +27.2% | -53.8% | -38.1% |
| 6M | +18.1% | +42.2% | -24.1% | -8.7% |
| YTD | +14.5% | -2.6% | +17.1% | +5.2% |
| 1Y | +83.3% | -10.2% | +93.5% | +75.2% |
| 3Y | +461.5% | -45.5% | +507.0% | +589.1% |
| All | +39.3% | -72.4% | +111.7% | +43.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling