-71.1%
CIFR vs FSLY
+161.0%
-232.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | -0.2% | -19.8% | -19.9% |
| 7D | -26.7% | -22.2% | -4.5% | -25.1% |
| 30D | -58.0% | -19.1% | -38.9% | -57.2% |
| 3M | -68.1% | -15.7% | -52.4% | -67.7% |
| 6M | -63.7% | -23.5% | -40.2% | -63.4% |
| YTD | -56.0% | +106.6% | -162.6% | -56.8% |
| 1Y | -71.1% | +164.3% | -235.4% | -69.8% |
| All | -71.1% | +161.0% | -232.1% | -69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY 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 FSLY 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