+505.7%
CIFR vs FTNT
+142.5%
+363.2%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.2% | -8.5% | -8.6% |
| 7D | +11.3% | +1.7% | +9.6% | +10.6% |
| 30D | +3.5% | -4.3% | +7.7% | +4.9% |
| 3M | -26.6% | +13.6% | -40.2% | -31.4% |
| 6M | +18.1% | +87.6% | -69.5% | -15.1% |
| YTD | +14.5% | +98.0% | -83.5% | -20.7% |
| 1Y | +83.3% | +96.9% | -13.6% | +28.7% |
| All | +505.7% | +142.5% | +363.2% | +439.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling