-30.7%
CIFR vs BA
+1.9%
-32.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.0% | -4.0% |
| 7D | +4.8% | -1.1% | +5.9% | +5.3% |
| 30D | -31.0% | -7.1% | -23.9% | -29.4% |
| 3M | -58.7% | -25.5% | -33.2% | -52.9% |
| 6M | -67.7% | -28.7% | -39.0% | -62.6% |
| YTD | -53.5% | -21.0% | -32.5% | -48.4% |
| 1Y | -54.1% | -11.9% | -42.2% | -51.9% |
| 3Y | +138.2% | -16.2% | +154.3% | +150.7% |
| 5Y | -18.5% | -22.4% | +3.9% | -18.7% |
| All | -30.7% | +1.9% | -32.6% | -30.9% |
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