+61.0%
CIFR vs FSLY
-72.9%
+133.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | 0.0% | -5.7% | -5.7% |
| 7D | -8.2% | +7.5% | -15.8% | -10.3% |
| 30D | -7.4% | -21.1% | +13.7% | -1.8% |
| 3M | -24.2% | +21.8% | -45.9% | -30.7% |
| 6M | +14.2% | -0.1% | +14.3% | +2.7% |
| YTD | +8.0% | +123.1% | -115.1% | -31.1% |
| 1Y | +55.5% | +208.6% | -153.0% | -16.6% |
| 3Y | +429.6% | -1.3% | +430.8% | +281.5% |
| 5Y | +20.8% | -48.4% | +69.1% | -25.3% |
| All | +61.0% | -72.9% | +133.9% | +2.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling