-28.2%
CIFR vs BB
+80.8%
-109.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +2.8% | +6.0% | +7.9% |
| 7D | +9.4% | +7.3% | +2.1% | +7.2% |
| 30D | -45.3% | +11.2% | -56.6% | -47.2% |
| 3M | -58.7% | +4.7% | -63.4% | -59.5% |
| 6M | -64.9% | +51.1% | -116.1% | -70.0% |
| YTD | -51.8% | +148.0% | -199.9% | -65.5% |
| 1Y | -61.9% | +106.1% | -168.1% | -71.1% |
| 3Y | +138.6% | +158.2% | -19.7% | +60.9% |
| 5Y | -13.0% | -10.8% | -2.2% | -32.5% |
| All | -28.2% | +80.8% | -109.0% | -45.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling