+503.9%
CIFR vs BBIO
+154.4%
+349.5%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.1% | +5.8% | +5.7% |
| 7D | -5.0% | -3.2% | -1.8% | -3.6% |
| 30D | -5.7% | -13.6% | +7.9% | +0.5% |
| 3M | -25.5% | +7.2% | -32.8% | -29.2% |
| 6M | +19.4% | +1.5% | +17.9% | +16.8% |
| YTD | +14.2% | -5.3% | +19.5% | +14.4% |
| 1Y | +69.0% | +37.7% | +31.3% | +42.3% |
| 3Y | +503.9% | +153.9% | +350.0% | +256.4% |
| All | +503.9% | +154.4% | +349.5% | +256.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 BBIO 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