+79.2%
CIFR vs FIS
-65.8%
+145.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -33.0% |
| 6M | +10.6% | -14.7% | +25.3% | +14.4% |
| YTD | +20.2% | -35.7% | +55.9% | +41.8% |
| 1Y | +139.7% | -37.1% | +176.8% | +184.8% |
| 3Y | +489.4% | -20.0% | +509.4% | +527.8% |
| 5Y | +54.4% | -62.1% | +116.5% | +123.2% |
| All | +79.2% | -65.8% | +145.0% | +157.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling