+70.7%
CIFR vs BAX
-66.5%
+137.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.9% | -6.8% | -8.1% |
| 7D | +11.3% | -5.1% | +16.4% | +13.0% |
| 30D | +3.5% | -12.2% | +15.7% | +7.3% |
| 3M | -26.6% | +21.8% | -48.4% | -31.7% |
| 6M | +18.1% | +36.3% | -18.2% | +5.6% |
| YTD | +14.5% | +27.8% | -13.3% | +2.1% |
| 1Y | +83.3% | -0.1% | +83.4% | +77.7% |
| 3Y | +461.5% | -33.3% | +494.8% | +527.5% |
| 5Y | +29.3% | -67.1% | +96.4% | +82.3% |
| All | +70.7% | -66.5% | +137.3% | +137.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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