+689.5%
CIFR vs BAM
+86.2%
+603.3%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +0.9% | +17.0% | +16.9% |
| 7D | -10.2% | +9.7% | -19.9% | -21.6% |
| 30D | -55.0% | +19.0% | -74.0% | -64.6% |
| 3M | -64.1% | +0.6% | -64.6% | -65.7% |
| 6M | -70.1% | +11.1% | -81.2% | -75.6% |
| YTD | -55.7% | +4.2% | -59.8% | -60.6% |
| 1Y | -69.9% | +3.3% | -73.2% | -72.8% |
| 3Y | +68.7% | +88.8% | -20.1% | -10.5% |
| All | +689.5% | +86.2% | +603.3% | +309.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling