+52.1%
CIFR vs FITB
+71.1%
-19.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.0% | +4.8% |
| 7D | +26.7% | +2.8% | +23.9% | +24.1% |
| 30D | +7.7% | -4.5% | +12.3% | +11.7% |
| 3M | -23.8% | +5.7% | -29.4% | -27.9% |
| 6M | +35.9% | +17.1% | +18.8% | +18.7% |
| YTD | +25.4% | +18.3% | +7.1% | +7.1% |
| 1Y | +139.8% | +23.9% | +115.9% | +97.3% |
| 3Y | +515.0% | +131.1% | +383.9% | +269.4% |
| 5Y | +52.1% | +71.1% | -19.0% | +14.5% |
| All | +52.1% | +71.1% | -19.0% | +14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling