-31.2%
CIFR vs BAH
+21.4%
-52.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.6% | +2.5% | +3.9% |
| 7D | -0.7% | -1.5% | +0.8% | -0.8% |
| 30D | -49.6% | +17.3% | -66.9% | -50.8% |
| 3M | -60.4% | +14.9% | -75.2% | -61.3% |
| 6M | -66.9% | +14.2% | -81.1% | -67.8% |
| YTD | -53.9% | +5.1% | -59.0% | -54.5% |
| 1Y | -67.1% | +2.1% | -69.2% | -67.3% |
| 3Y | +118.3% | -26.0% | +144.3% | +132.4% |
| 5Y | -26.9% | +9.0% | -35.8% | -31.7% |
| All | -31.2% | +21.4% | -52.6% | -35.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling