+61.0%
CIFR vs BBIO
+82.5%
-21.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -4.7% | -1.0% | -4.6% |
| 7D | -8.2% | -3.9% | -4.4% | -7.4% |
| 30D | -7.4% | -13.4% | +6.0% | -4.4% |
| 3M | -24.2% | +7.6% | -31.7% | -25.9% |
| 6M | +14.2% | -2.4% | +16.6% | +14.2% |
| YTD | +8.0% | -5.2% | +13.2% | +8.6% |
| 1Y | +55.5% | +36.9% | +18.6% | +44.0% |
| 3Y | +429.6% | +155.2% | +274.4% | +322.5% |
| 5Y | +20.8% | +44.0% | -23.2% | -27.9% |
| All | +61.0% | +82.5% | -21.5% | -4.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling