+20.8%
CIFR vs FISV
-57.7%
+78.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.6% | -6.3% | -5.9% |
| 7D | -8.2% | -7.2% | -1.0% | -5.9% |
| 30D | -7.4% | -7.2% | -0.2% | -5.5% |
| 3M | -24.2% | -8.2% | -16.0% | -24.0% |
| 6M | +14.2% | -17.7% | +31.9% | +17.9% |
| YTD | +8.0% | -27.2% | +35.1% | +16.8% |
| 1Y | +55.5% | -63.0% | +118.5% | +121.8% |
| 3Y | +429.6% | -59.8% | +489.3% | +578.0% |
| 5Y | +20.8% | -55.8% | +76.5% | +40.3% |
| All | +20.8% | -57.7% | +78.5% | +40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling