+485.5%
CIFR vs FITB
+132.2%
+353.3%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.3% |
| 7D | +16.9% | +0.6% | +16.3% | +16.3% |
| 30D | -5.2% | -4.7% | -0.4% | +0.2% |
| 3M | -30.6% | +6.7% | -37.2% | -37.1% |
| 6M | +10.6% | +12.6% | -2.0% | -5.8% |
| YTD | +20.2% | +19.1% | +1.1% | -8.0% |
| 1Y | +139.7% | +22.6% | +117.1% | +75.7% |
| All | +485.5% | +132.2% | +353.3% | +124.9% |
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