+70.7%
CIFR vs BB
+49.0%
+21.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.5% | -7.2% | -8.2% |
| 7D | +11.3% | +1.8% | +9.5% | +10.8% |
| 30D | +3.5% | -12.2% | +15.7% | +8.2% |
| 3M | -26.6% | -12.3% | -14.3% | -24.1% |
| 6M | +18.1% | +122.7% | -104.6% | -12.0% |
| YTD | +14.5% | +104.5% | -90.0% | -12.0% |
| 1Y | +83.3% | +106.7% | -23.4% | +38.6% |
| 3Y | +461.5% | +70.0% | +391.5% | +328.6% |
| 5Y | +29.3% | -27.8% | +57.1% | +7.7% |
| All | +70.7% | +49.0% | +21.7% | +39.3% |
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