+87.0%
CIFR vs BBY
-5.7%
+92.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.4% | +4.9% |
| 7D | +26.7% | +8.1% | +18.6% | +21.7% |
| 30D | +7.7% | +8.9% | -1.2% | +1.9% |
| 3M | -23.8% | +22.0% | -45.8% | -33.5% |
| 6M | +35.9% | +37.8% | -1.9% | +7.4% |
| YTD | +25.4% | +37.3% | -11.9% | -2.1% |
| 1Y | +139.8% | +21.6% | +118.2% | +103.3% |
| 3Y | +515.0% | +41.5% | +473.5% | +361.6% |
| 5Y | +52.1% | +1.2% | +50.9% | +24.2% |
| All | +87.0% | -5.7% | +92.7% | +49.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling