-25.3%
CIFR vs FTNT
+78.7%
-104.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -5.0% | -4.5% |
| 7D | -19.6% | -3.5% | -16.0% | -18.3% |
| 30D | -51.7% | -36.5% | -15.2% | -41.3% |
| 3M | -60.0% | -24.7% | -35.3% | -55.5% |
| 6M | -68.2% | +8.3% | -76.6% | -70.5% |
| YTD | -55.8% | +55.6% | -111.4% | -66.7% |
| 1Y | -66.8% | +50.2% | -117.0% | -74.5% |
| 3Y | +119.1% | +143.2% | -24.0% | +36.2% |
| 5Y | -25.3% | +85.5% | -110.7% | -53.0% |
| All | -25.3% | +78.7% | -104.0% | -53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling