+52.1%
CIFR vs FTV
+4.3%
+47.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.1% | +5.0% |
| 7D | +26.7% | -0.4% | +27.1% | +27.3% |
| 30D | +7.7% | -8.3% | +16.1% | +16.3% |
| 3M | -23.8% | -7.4% | -16.4% | -20.2% |
| 6M | +35.9% | -1.2% | +37.1% | +34.2% |
| YTD | +25.4% | +2.7% | +22.7% | +14.8% |
| 1Y | +139.8% | +18.4% | +121.3% | +83.3% |
| 3Y | +515.0% | -2.0% | +517.0% | +509.5% |
| 5Y | +52.1% | +3.4% | +48.7% | +36.9% |
| All | +52.1% | +4.3% | +47.8% | +36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling