+70.7%
CIFR vs FIS
-68.9%
+139.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -3.4% | -5.3% | -7.5% |
| 7D | +11.3% | -9.1% | +20.4% | +15.1% |
| 30D | +3.5% | -10.4% | +13.9% | +6.9% |
| 3M | -26.6% | -3.7% | -22.9% | -27.9% |
| 6M | +18.1% | -24.8% | +42.9% | +28.3% |
| YTD | +14.5% | -41.6% | +56.1% | +39.7% |
| 1Y | +83.3% | -42.7% | +126.0% | +125.1% |
| 3Y | +461.5% | -26.2% | +487.7% | +514.7% |
| 5Y | +29.3% | -66.1% | +95.4% | +93.1% |
| All | +70.7% | -68.9% | +139.7% | +153.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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