-70.3%
CIFR vs BA
-27.5%
-42.8%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.6% | -2.5% | -12.1% | -15.6% |
| 7D | -31.5% | -0.1% | -31.4% | -31.3% |
| 30D | -64.2% | -9.1% | -55.1% | -64.1% |
| 3M | -70.3% | -28.2% | -42.2% | -69.8% |
| All | -70.3% | -27.5% | -42.8% | -69.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling