-64.9%
CIFR vs BBWI
+12.6%
-77.6%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +0.3% | +8.6% | +8.9% |
| 7D | +9.4% | -7.7% | +17.1% | +10.2% |
| 30D | -45.3% | +24.8% | -70.1% | -47.7% |
| 3M | -58.7% | +16.2% | -74.9% | -60.0% |
| 6M | -64.9% | +15.8% | -80.8% | -67.2% |
| All | -64.9% | +12.6% | -77.6% | -67.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling