+79.2%
CIFR vs FITB
+188.5%
-109.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.2% |
| 7D | +16.9% | +0.6% | +16.3% | +16.6% |
| 30D | -5.2% | -4.7% | -0.4% | -2.2% |
| 3M | -30.6% | +6.7% | -37.2% | -34.0% |
| 6M | +10.6% | +12.6% | -2.0% | +2.1% |
| YTD | +20.2% | +19.1% | +1.1% | +5.7% |
| 1Y | +139.7% | +22.6% | +117.1% | +107.1% |
| 3Y | +489.4% | +127.1% | +362.2% | +303.1% |
| 5Y | +54.4% | +71.8% | -17.4% | +22.2% |
| All | +79.2% | +188.5% | -109.3% | +39.2% |
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