+471.3%
CIFR vs BBY
+38.5%
+432.8%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.1% | -5.7% | -5.7% |
| 7D | -8.2% | +0.7% | -8.9% | -8.5% |
| 30D | -7.4% | +5.8% | -13.2% | -10.6% |
| 3M | -24.2% | +18.0% | -42.2% | -32.2% |
| 6M | +14.2% | +39.8% | -25.7% | -10.2% |
| YTD | +8.0% | +35.4% | -27.4% | -14.6% |
| 1Y | +55.5% | +21.4% | +34.1% | +34.0% |
| All | +471.3% | +38.5% | +432.8% | +327.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling