+762.5%
CIFR vs BAM
+80.8%
+681.7%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +3.0% |
| 7D | +28.8% | -2.0% | +30.8% | +31.7% |
| 30D | -36.9% | +13.7% | -50.6% | -47.8% |
| 3M | -60.0% | -4.8% | -55.2% | -59.3% |
| 6M | -64.4% | +7.6% | -72.0% | -69.8% |
| YTD | -51.6% | +1.2% | -52.7% | -55.6% |
| 1Y | -58.9% | -2.3% | -56.6% | -60.2% |
| 3Y | +139.9% | +84.1% | +55.8% | +31.0% |
| All | +762.5% | +80.8% | +681.7% | +361.5% |
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