+138.2%
CIFR vs BAH
-26.8%
+165.0%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -4.0% |
| 7D | +4.8% | +1.7% | +3.1% | +4.7% |
| 30D | -31.0% | +20.8% | -51.8% | -32.6% |
| 3M | -58.7% | +11.6% | -70.3% | -59.4% |
| 6M | -67.7% | +23.1% | -90.8% | -69.1% |
| YTD | -53.5% | +5.3% | -58.8% | -53.7% |
| 1Y | -54.1% | +6.1% | -60.2% | -54.5% |
| 3Y | +138.2% | -27.5% | +165.7% | +128.7% |
| All | +138.2% | -26.8% | +165.0% | +128.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 3y: compounded portfolio wealth divided by compounded BAH 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…
3y analysis · Full analysis span regression · 6 months rolling