-29.5%
CIFR vs BA
-23.0%
-6.5%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +0.5% | +17.4% | +17.6% |
| 7D | -10.2% | +1.1% | -11.3% | -11.0% |
| 30D | -55.0% | -7.9% | -47.1% | -53.5% |
| 3M | -64.1% | -25.3% | -38.7% | -58.1% |
| 6M | -70.1% | -24.6% | -45.5% | -65.6% |
| YTD | -55.7% | -20.1% | -35.5% | -50.3% |
| 1Y | -69.9% | -11.8% | -58.1% | -68.3% |
| 3Y | +68.7% | -10.1% | +78.8% | +72.5% |
| All | -29.5% | -23.0% | -6.5% | -31.6% |
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 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