-28.2%
CIFR vs FTV
+39.4%
-67.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +0.2% | +8.6% | +8.7% |
| 7D | +9.4% | -0.7% | +10.0% | +10.4% |
| 30D | -45.3% | +18.3% | -63.6% | -52.1% |
| 3M | -58.7% | +10.2% | -68.9% | -61.8% |
| 6M | -64.9% | +12.8% | -77.8% | -68.7% |
| YTD | -51.8% | +23.4% | -75.2% | -61.2% |
| 1Y | -61.9% | +31.4% | -93.4% | -71.3% |
| 3Y | +138.6% | +38.7% | +99.9% | +84.7% |
| 5Y | -13.0% | +18.6% | -31.6% | -32.1% |
| All | -28.2% | +39.4% | -67.6% | -45.1% |
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