+503.9%
CIFR vs FISV
-57.6%
+561.6%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.4% | +0.3% | +4.5% |
| 7D | -5.0% | -2.7% | -2.3% | -4.4% |
| 30D | -5.7% | 0.0% | -5.7% | -6.1% |
| 3M | -25.5% | -2.8% | -22.8% | -26.4% |
| 6M | +19.4% | -11.8% | +31.2% | +20.2% |
| YTD | +14.2% | -23.2% | +37.4% | +20.3% |
| 1Y | +69.0% | -62.0% | +131.0% | +135.9% |
| 3Y | +503.9% | -57.6% | +561.6% | +272.2% |
| All | +503.9% | -57.6% | +561.6% | +272.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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