+79.2%
CIFR vs BAX
-64.6%
+143.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +1.8% |
| 7D | +16.9% | -1.1% | +18.1% | +17.4% |
| 30D | -5.2% | -5.5% | +0.3% | -3.9% |
| 3M | -30.6% | +33.5% | -64.1% | -37.3% |
| 6M | +10.6% | +35.9% | -25.3% | -0.8% |
| YTD | +20.2% | +35.4% | -15.2% | +5.4% |
| 1Y | +139.7% | +9.8% | +130.0% | +125.4% |
| 3Y | +489.4% | -32.7% | +522.1% | +561.5% |
| 5Y | +54.4% | -65.6% | +119.9% | +114.2% |
| All | +79.2% | -64.6% | +143.8% | +145.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling