-31.2%
CIFR vs FITB
+188.2%
-219.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.5% | +1.6% | +2.5% |
| 7D | -0.7% | -1.1% | +0.4% | -0.3% |
| 30D | -49.6% | +7.3% | -57.0% | -52.0% |
| 3M | -60.4% | -4.0% | -56.4% | -59.6% |
| 6M | -66.9% | +11.9% | -78.8% | -69.7% |
| YTD | -53.9% | +19.0% | -72.9% | -59.6% |
| 1Y | -67.1% | +31.0% | -98.1% | -73.0% |
| 3Y | +118.3% | +143.8% | -25.5% | +44.8% |
| 5Y | -26.9% | +48.9% | -75.7% | -42.4% |
| All | -31.2% | +188.2% | -219.4% | -46.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling