+119.1%
CIFR vs FIS
-40.9%
+160.0%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -4.1% |
| 7D | -19.6% | -27.4% | +7.8% | -12.7% |
| 30D | -51.7% | -16.8% | -34.9% | -49.0% |
| 3M | -60.0% | -32.6% | -27.4% | -56.0% |
| 6M | -68.2% | -33.4% | -34.8% | -65.5% |
| YTD | -55.8% | -56.0% | +0.3% | -38.4% |
| 1Y | -66.8% | -55.1% | -11.7% | -54.6% |
| 3Y | +119.1% | -41.4% | +160.5% | +36.5% |
| All | +119.1% | -40.9% | +160.0% | +36.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling