-28.2%
CIFR vs FTNT
+381.6%
-409.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +3.7% | +5.2% | +7.4% |
| 7D | +9.4% | -1.0% | +10.4% | +10.0% |
| 30D | -45.3% | -33.6% | -11.7% | -35.5% |
| 3M | -58.7% | -20.9% | -37.8% | -55.2% |
| 6M | -64.9% | +11.0% | -75.9% | -67.5% |
| YTD | -51.8% | +61.3% | -113.1% | -63.3% |
| 1Y | -61.9% | +53.1% | -115.0% | -70.2% |
| 3Y | +138.6% | +152.1% | -13.5% | +54.1% |
| 5Y | -13.0% | +90.1% | -103.1% | -41.9% |
| All | -28.2% | +381.6% | -409.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling