+70.7%
CIFR vs FITB
+184.9%
-114.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.6% | -8.1% | -8.3% |
| 7D | +11.3% | -0.4% | +11.7% | +11.7% |
| 30D | +3.5% | -5.1% | +8.6% | +7.1% |
| 3M | -26.6% | +3.5% | -30.2% | -28.9% |
| 6M | +18.1% | +17.2% | +0.9% | +6.1% |
| YTD | +14.5% | +17.6% | -3.1% | +1.5% |
| 1Y | +83.3% | +23.4% | +59.9% | +57.9% |
| 3Y | +461.5% | +129.7% | +331.7% | +284.3% |
| 5Y | +29.3% | +68.4% | -39.1% | +3.2% |
| All | +70.7% | +184.9% | -114.2% | +33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 10y: compounded portfolio wealth divided by compounded FITB 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…
10y analysis · Full analysis span regression · 6 months rolling