+45.8%
CIFR vs FIS
-62.4%
+108.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.1% | +2.5% |
| 7D | +16.9% | +1.1% | +15.9% | +16.5% |
| 30D | -5.2% | -2.2% | -3.0% | -4.9% |
| 3M | -30.6% | +2.1% | -32.7% | -33.3% |
| 6M | +10.6% | -14.7% | +25.3% | +14.8% |
| YTD | +20.2% | -35.7% | +55.9% | +45.1% |
| 1Y | +139.7% | -37.1% | +176.8% | +191.7% |
| 3Y | +489.4% | -20.0% | +509.4% | +525.7% |
| All | +45.8% | -62.4% | +108.1% | +152.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling