-13.0%
CIFR vs FIX
+1,107.4%
-1,120.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +5.0% | +3.8% | +4.6% |
| 7D | +9.4% | +6.4% | +2.9% | +4.5% |
| 30D | -45.3% | -29.1% | -16.2% | -25.5% |
| 3M | -58.7% | -31.1% | -27.5% | -41.9% |
| 6M | -64.9% | -42.8% | -22.1% | -41.8% |
| YTD | -51.8% | +24.6% | -76.5% | -54.2% |
| 1Y | -61.9% | +21.9% | -83.9% | -63.0% |
| 3Y | +138.6% | +524.9% | -386.3% | -11.4% |
| 5Y | -13.0% | +1,092.2% | -1,105.2% | -80.0% |
| All | -13.0% | +1,107.4% | -1,120.4% | -80.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling