+70.2%
CIFR vs BBY
-4.1%
+74.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.1% | +2.6% | +4.1% |
| 7D | -5.0% | +0.6% | -5.6% | -5.2% |
| 30D | -5.7% | +9.4% | -15.1% | -10.9% |
| 3M | -25.5% | +19.3% | -44.9% | -34.1% |
| 6M | +19.4% | +47.9% | -28.5% | -9.4% |
| YTD | +14.2% | +39.6% | -25.4% | -11.6% |
| 1Y | +69.0% | +22.2% | +46.8% | +43.5% |
| 3Y | +503.9% | +45.0% | +459.0% | +347.8% |
| 5Y | +27.7% | +2.6% | +25.1% | +3.5% |
| All | +70.2% | -4.1% | +74.3% | +35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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