+79.2%
CIFR vs BBWI
-17.6%
+96.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.8% | -0.7% | +1.1% |
| 7D | +16.9% | +1.5% | +15.4% | +16.5% |
| 30D | -5.2% | -5.2% | 0.0% | -4.4% |
| 3M | -30.6% | +11.1% | -41.7% | -34.5% |
| 6M | +10.6% | -13.4% | +24.0% | +13.3% |
| YTD | +20.2% | +0.1% | +20.1% | +15.4% |
| 1Y | +139.7% | -36.1% | +175.9% | +168.1% |
| 3Y | +489.4% | -44.1% | +533.5% | +575.9% |
| 5Y | +54.4% | -66.2% | +120.6% | +84.5% |
| All | +79.2% | -17.6% | +96.8% | +109.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling