+70.2%
CIFR vs FTNT
+486.8%
-416.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.8% | +7.5% | +6.4% |
| 7D | -5.0% | -0.1% | -4.9% | -5.0% |
| 30D | -5.7% | -3.0% | -2.7% | -5.0% |
| 3M | -25.5% | +7.6% | -33.1% | -28.8% |
| 6M | +19.4% | +87.0% | -67.5% | -12.8% |
| YTD | +14.2% | +96.5% | -82.4% | -19.1% |
| 1Y | +69.0% | +92.9% | -23.9% | +21.8% |
| 3Y | +503.9% | +139.8% | +364.1% | +300.7% |
| 5Y | +27.7% | +151.3% | -123.7% | -22.1% |
| All | +70.2% | +486.8% | -416.6% | -9.1% |
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