-77.5%
CIFR vs FTNT
+44.8%
-122.3%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.6% | -5.3% | -9.3% | -13.5% |
| 7D | -31.5% | -11.9% | -19.6% | -29.7% |
| 30D | -64.2% | -35.9% | -28.2% | -61.7% |
| 3M | -70.3% | -25.4% | -45.0% | -68.3% |
| 6M | -74.9% | +36.2% | -111.1% | -74.8% |
| YTD | -62.4% | +54.3% | -116.7% | -64.4% |
| 1Y | -77.5% | +42.5% | -120.0% | -76.9% |
| All | -77.5% | +44.8% | -122.3% | -76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTNT.
Daily Out/Under-Performance
Portfolio return minus FTNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTNT 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 FTNT 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