-33.9%
CIFR vs FIX
+1,794.5%
-1,828.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +5.4% | +12.5% | +13.7% |
| 7D | -10.2% | -17.5% | +7.2% | +6.5% |
| 30D | -55.0% | -41.6% | -13.5% | -30.9% |
| 3M | -64.1% | -40.6% | -23.5% | -45.0% |
| 6M | -70.1% | -49.4% | -20.8% | -47.8% |
| YTD | -55.7% | +9.2% | -64.8% | -52.1% |
| 1Y | -69.9% | +6.5% | -76.3% | -66.7% |
| 3Y | +68.7% | +448.7% | -380.0% | -13.7% |
| 5Y | -26.2% | +948.7% | -974.9% | -71.2% |
| All | -33.9% | +1,794.5% | -1,828.4% | -74.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling