-30.7%
CIFR vs BB
+71.2%
-101.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.4% | -1.6% | -3.2% |
| 7D | +4.8% | +1.8% | +3.0% | +4.2% |
| 30D | -31.0% | +8.1% | -39.1% | -32.8% |
| 3M | -58.7% | -1.0% | -57.7% | -58.7% |
| 6M | -67.7% | +45.9% | -113.6% | -72.0% |
| YTD | -53.5% | +134.8% | -188.4% | -66.1% |
| 1Y | -54.1% | +104.6% | -158.6% | -65.1% |
| 3Y | +138.2% | +152.8% | -14.6% | +62.2% |
| 5Y | -18.5% | -17.4% | -1.1% | -35.6% |
| All | -30.7% | +71.2% | -101.9% | -46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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