+687.7%
CIFR vs BAM
+88.1%
+599.6%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.8% | -2.7% |
| 7D | -19.6% | +5.0% | -24.6% | -25.0% |
| 30D | -51.7% | +16.6% | -68.3% | -60.9% |
| 3M | -60.0% | +2.2% | -62.2% | -62.5% |
| 6M | -68.2% | +9.7% | -77.9% | -73.5% |
| YTD | -55.8% | +5.2% | -61.0% | -61.1% |
| 1Y | -66.8% | +3.9% | -70.7% | -70.1% |
| 3Y | +119.1% | +91.5% | +27.6% | +14.7% |
| All | +687.7% | +88.1% | +599.6% | +304.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling