-34.0%
CIFR vs BA
+3.0%
-37.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.6% | -4.7% | -4.4% |
| 7D | -19.6% | 0.0% | -19.6% | -19.6% |
| 30D | -51.7% | -8.9% | -42.8% | -50.0% |
| 3M | -60.0% | -25.5% | -34.5% | -54.4% |
| 6M | -68.2% | -27.0% | -41.3% | -63.6% |
| YTD | -55.8% | -20.1% | -35.6% | -51.2% |
| 1Y | -66.8% | -11.0% | -55.8% | -65.4% |
| 3Y | +119.1% | -11.8% | +131.0% | +126.6% |
| 5Y | -25.3% | -20.6% | -4.6% | -26.0% |
| All | -34.0% | +3.0% | -37.1% | -34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 BA 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