+118.3%
CIFR vs FITB
+136.2%
-17.9%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.5% | +1.6% | +1.3% |
| 7D | -0.7% | -1.1% | +0.4% | 0.0% |
| 30D | -49.6% | +7.3% | -57.0% | -53.8% |
| 3M | -60.4% | -4.0% | -56.4% | -59.0% |
| 6M | -66.9% | +11.9% | -78.8% | -72.3% |
| YTD | -53.9% | +19.0% | -72.9% | -65.4% |
| 1Y | -67.1% | +31.0% | -98.1% | -78.5% |
| 3Y | +118.3% | +143.8% | -25.5% | -23.0% |
| All | +118.3% | +136.2% | -17.9% | -23.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling