-25.3%
CIFR vs FIS
-72.0%
+46.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -4.1% |
| 7D | -19.6% | -27.4% | +7.8% | -9.7% |
| 30D | -51.7% | -16.8% | -34.9% | -48.7% |
| 3M | -60.0% | -32.6% | -27.4% | -54.6% |
| 6M | -68.2% | -33.4% | -34.8% | -64.6% |
| YTD | -55.8% | -56.0% | +0.3% | -40.0% |
| 1Y | -66.8% | -55.1% | -11.7% | -55.6% |
| 3Y | +119.1% | -41.4% | +160.5% | +157.4% |
| 5Y | -25.3% | -72.7% | +47.4% | +21.9% |
| All | -25.3% | -72.0% | +46.7% | +21.9% |
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