-28.2%
CIFR vs BBWI
-8.2%
-20.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +0.3% | +8.6% | +8.8% |
| 7D | +9.4% | -7.7% | +17.1% | +12.5% |
| 30D | -45.3% | +24.8% | -70.1% | -50.2% |
| 3M | -58.7% | +16.2% | -74.9% | -61.9% |
| 6M | -64.9% | +15.8% | -80.8% | -67.9% |
| YTD | -51.8% | +11.4% | -63.3% | -56.2% |
| 1Y | -61.9% | +3.2% | -65.1% | -65.0% |
| 3Y | +138.6% | -23.5% | +162.1% | +143.8% |
| 5Y | -13.0% | -67.4% | +54.4% | -0.1% |
| All | -28.2% | -8.2% | -20.0% | -20.5% |
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