-71.1%
CIFR vs FIX
+14.3%
-85.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | -15.1% | -4.9% | -2.0% |
| 7D | -26.7% | -18.9% | -7.8% | -4.4% |
| 30D | -58.0% | -36.3% | -21.7% | -27.5% |
| 3M | -68.1% | -38.5% | -29.6% | -42.1% |
| 6M | -63.7% | -42.3% | -21.4% | -29.1% |
| YTD | -56.0% | +17.1% | -73.1% | -62.8% |
| 1Y | -71.1% | +14.4% | -85.5% | -75.2% |
| All | -71.1% | +14.3% | -85.4% | -75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 1y: compounded portfolio wealth divided by compounded FIX 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…
1y analysis · Full analysis span regression · 6 months rolling