+61.0%
CIFR vs FTV
+11.9%
+49.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.3% | -3.4% | -3.9% |
| 7D | -8.2% | -5.2% | -3.0% | -4.3% |
| 30D | -7.4% | -11.5% | +4.1% | +1.9% |
| 3M | -24.2% | -9.0% | -15.1% | -19.8% |
| 6M | +14.2% | -2.0% | +16.2% | +14.1% |
| YTD | +8.0% | -0.9% | +8.9% | +3.5% |
| 1Y | +55.5% | +14.8% | +40.7% | +27.7% |
| 3Y | +429.6% | -5.5% | +435.1% | +444.1% |
| 5Y | +20.8% | -1.9% | +22.6% | +11.0% |
| All | +61.0% | +11.9% | +49.1% | +46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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