+515.0%
CIFR vs BAH
-32.1%
+547.1%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.3% | +4.5% |
| 7D | +26.7% | -4.3% | +31.0% | +27.5% |
| 30D | +7.7% | -4.5% | +12.2% | +8.2% |
| 3M | -23.8% | -7.6% | -16.2% | -22.5% |
| 6M | +35.9% | -10.6% | +46.5% | +38.3% |
| YTD | +25.4% | -12.6% | +38.0% | +28.0% |
| 1Y | +139.8% | -27.0% | +166.8% | +159.5% |
| 3Y | +515.0% | -31.5% | +546.4% | +476.0% |
| All | +515.0% | -32.1% | +547.1% | +476.0% |
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