+87.0%
CIFR vs FTNT
+492.0%
-405.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.8% | +3.6% | +4.0% |
| 7D | +26.7% | -2.7% | +29.4% | +28.1% |
| 30D | +7.7% | -1.4% | +9.1% | +7.7% |
| 3M | -23.8% | +10.1% | -33.9% | -27.7% |
| 6M | +35.9% | +88.2% | -52.3% | -0.9% |
| YTD | +25.4% | +98.3% | -72.9% | -11.4% |
| 1Y | +139.8% | +96.0% | +43.8% | +71.6% |
| 3Y | +515.0% | +145.8% | +369.2% | +303.9% |
| 5Y | +52.1% | +154.6% | -102.5% | -7.5% |
| All | +87.0% | +492.0% | -405.1% | -0.5% |
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