+515.0%
CIFR vs BB
+68.2%
+446.8%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.2% | +2.1% | +3.4% |
| 7D | +26.7% | +0.5% | +26.2% | +26.4% |
| 30D | +7.7% | -12.4% | +20.1% | +14.0% |
| 3M | -23.8% | -15.3% | -8.5% | -19.4% |
| 6M | +35.9% | +128.8% | -92.9% | -9.5% |
| YTD | +25.4% | +107.7% | -82.2% | -12.5% |
| 1Y | +139.8% | +103.9% | +35.9% | +64.9% |
| 3Y | +515.0% | +72.6% | +442.4% | +240.1% |
| All | +515.0% | +68.2% | +446.8% | +240.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling