-27.8%
CIFR vs FTNT
+387.0%
-414.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.6% | +0.1% |
| 7D | +28.8% | +5.7% | +23.1% | +25.7% |
| 30D | -36.9% | -32.1% | -4.9% | -26.4% |
| 3M | -60.0% | -19.5% | -40.5% | -56.9% |
| 6M | -64.4% | +13.8% | -78.1% | -67.3% |
| YTD | -51.6% | +63.1% | -114.7% | -63.3% |
| 1Y | -58.9% | +57.7% | -116.6% | -68.3% |
| 3Y | +139.9% | +154.9% | -15.0% | +54.3% |
| 5Y | -15.1% | +89.3% | -104.4% | -43.5% |
| All | -27.8% | +387.0% | -414.8% | -58.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling