+79.2%
CIFR vs FTV
+16.9%
+62.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.9% |
| 7D | +16.9% | -4.5% | +21.4% | +21.3% |
| 30D | -5.2% | -7.1% | +1.9% | +0.3% |
| 3M | -30.6% | -7.2% | -23.4% | -27.7% |
| 6M | +10.6% | -1.5% | +12.1% | +10.1% |
| YTD | +20.2% | +3.5% | +16.7% | +11.3% |
| 1Y | +139.7% | +20.3% | +119.4% | +89.3% |
| 3Y | +489.4% | -3.1% | +492.5% | +492.8% |
| 5Y | +54.4% | +2.3% | +52.0% | +36.9% |
| All | +79.2% | +16.9% | +62.3% | +57.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling