-64.1%
CIFR vs BAM
+1.6%
-65.6%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +0.9% | +17.0% | +18.1% |
| 7D | -10.2% | +9.7% | -19.9% | -8.3% |
| 30D | -55.0% | +19.0% | -74.0% | -55.4% |
| 3M | -64.1% | +0.6% | -64.6% | -63.2% |
| All | -64.1% | +1.6% | -65.6% | -63.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling