+138.2%
CIFR vs FISV
-47.4%
+185.6%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.7% | -7.8% | -4.7% |
| 7D | +4.8% | +1.4% | +3.4% | +4.5% |
| 30D | -31.0% | +38.4% | -69.4% | -35.1% |
| 3M | -58.7% | +14.9% | -73.6% | -59.9% |
| 6M | -67.7% | +21.8% | -89.5% | -69.6% |
| YTD | -53.5% | -5.0% | -48.5% | -53.2% |
| 1Y | -54.1% | -1.2% | -52.9% | -54.6% |
| 3Y | +138.2% | -47.5% | +185.7% | +101.3% |
| All | +138.2% | -47.4% | +185.6% | +101.3% |
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