-27.8%
CIFR vs FTI
+1,133.9%
-1,161.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | +28.8% | +5.4% | +23.4% | +27.5% |
| 30D | -36.9% | -8.2% | -28.7% | -35.5% |
| 3M | -60.0% | -13.7% | -46.3% | -58.6% |
| 6M | -64.4% | -11.2% | -53.2% | -63.5% |
| YTD | -51.6% | +46.0% | -97.6% | -55.3% |
| 1Y | -58.9% | +51.8% | -110.6% | -62.3% |
| 3Y | +139.9% | +206.7% | -66.8% | +97.7% |
| 5Y | -15.1% | +862.0% | -877.1% | -37.2% |
| All | -27.8% | +1,133.9% | -1,161.6% | -46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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