+70.7%
CIFR vs FWONK
+179.0%
-108.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +1.9% | -10.6% | -9.4% |
| 7D | +11.3% | -0.6% | +11.9% | +11.5% |
| 30D | +3.5% | -5.8% | +9.3% | +5.5% |
| 3M | -26.6% | +10.0% | -36.7% | -31.0% |
| 6M | +18.1% | +14.7% | +3.4% | +8.2% |
| YTD | +14.5% | -1.7% | +16.2% | +12.4% |
| 1Y | +83.3% | -4.6% | +87.9% | +82.0% |
| 3Y | +461.5% | +46.7% | +414.8% | +360.4% |
| 5Y | +29.3% | +99.4% | -70.1% | +3.2% |
| All | +70.7% | +179.0% | -108.3% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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