-13.0%
CIFR vs BA
-20.8%
+7.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +0.7% | +8.2% | +8.5% |
| 7D | +9.4% | -1.4% | +10.8% | +10.5% |
| 30D | -45.3% | -7.9% | -37.4% | -43.4% |
| 3M | -58.7% | -25.2% | -33.5% | -51.8% |
| 6M | -64.9% | -26.7% | -38.2% | -58.9% |
| YTD | -51.8% | -19.6% | -32.2% | -46.2% |
| 1Y | -61.9% | -10.6% | -51.3% | -60.3% |
| 3Y | +138.6% | -11.2% | +149.8% | +145.1% |
| 5Y | -13.0% | -20.4% | +7.5% | -15.2% |
| All | -13.0% | -20.8% | +7.9% | -15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling