-13.0%
CIFR vs BAX
-63.3%
+50.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -0.3% | +9.2% | +9.0% |
| 7D | +9.4% | -0.6% | +10.0% | +9.8% |
| 30D | -45.3% | +6.3% | -51.6% | -46.3% |
| 3M | -58.7% | -4.6% | -54.1% | -58.3% |
| 6M | -64.9% | +50.4% | -115.3% | -69.6% |
| YTD | -51.8% | +38.0% | -89.9% | -58.1% |
| 1Y | -61.9% | +44.6% | -106.5% | -67.6% |
| 3Y | +138.6% | -15.1% | +153.7% | +142.4% |
| 5Y | -13.0% | -63.3% | +50.3% | +21.0% |
| All | -13.0% | -63.3% | +50.3% | +21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling