+146.9%
CIFR vs BAX
-16.3%
+163.2%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -0.3% | +9.2% | +8.9% |
| 7D | +9.4% | -0.6% | +10.0% | +9.6% |
| 30D | -45.3% | +6.3% | -51.6% | -46.0% |
| 3M | -58.7% | -4.6% | -54.1% | -58.4% |
| 6M | -64.9% | +50.4% | -115.3% | -68.2% |
| YTD | -51.8% | +38.0% | -89.9% | -56.4% |
| 1Y | -61.9% | +44.6% | -106.5% | -66.2% |
| All | +146.9% | -16.3% | +163.2% | +169.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling