+70.7%
CIFR vs BBWI
-25.2%
+95.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -6.3% | -2.4% | -6.4% |
| 7D | +11.3% | -4.4% | +15.8% | +13.3% |
| 30D | +3.5% | -7.4% | +10.9% | +5.1% |
| 3M | -26.6% | -2.2% | -24.4% | -27.6% |
| 6M | +18.1% | -16.3% | +34.4% | +22.1% |
| YTD | +14.5% | -9.1% | +23.6% | +13.8% |
| 1Y | +83.3% | -34.5% | +117.8% | +103.1% |
| 3Y | +461.5% | -47.0% | +508.4% | +558.7% |
| 5Y | +29.3% | -68.8% | +98.1% | +60.1% |
| All | +70.7% | -25.2% | +95.9% | +106.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling