-25.3%
CIFR vs BB
-16.9%
-8.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -3.6% |
| 7D | -19.6% | +11.6% | -31.2% | -24.8% |
| 30D | -51.7% | +2.6% | -54.3% | -52.5% |
| 3M | -60.0% | +3.5% | -63.5% | -61.3% |
| 6M | -68.2% | +43.5% | -111.7% | -75.6% |
| YTD | -55.8% | +141.2% | -196.9% | -75.7% |
| 1Y | -66.8% | +97.4% | -164.2% | -79.6% |
| 3Y | +119.1% | +151.1% | -32.0% | +0.5% |
| 5Y | -25.3% | -12.8% | -12.5% | -38.0% |
| All | -25.3% | -16.9% | -8.4% | -38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling