-71.1%
CIFR vs BAM
+4.2%
-75.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +6.2% | -26.2% | -23.3% |
| 7D | -26.7% | +14.2% | -40.9% | -34.0% |
| 30D | -58.0% | +21.0% | -79.0% | -64.0% |
| 3M | -68.1% | +5.2% | -73.3% | -69.7% |
| 6M | -63.7% | +16.0% | -79.6% | -69.2% |
| YTD | -56.0% | +6.5% | -62.4% | -58.6% |
| 1Y | -71.1% | +4.4% | -75.5% | -72.0% |
| All | -71.1% | +4.2% | -75.4% | -72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 1y: compounded portfolio wealth divided by compounded BAM 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…
1y analysis · Full analysis span regression · 6 months rolling