+87.0%
CIFR vs BDX
+8.2%
+78.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.1% | +7.4% | +4.9% |
| 7D | +26.7% | -4.3% | +31.0% | +27.6% |
| 30D | +7.7% | +1.3% | +6.5% | +7.3% |
| 3M | -23.8% | +20.2% | -44.0% | -27.6% |
| 6M | +35.9% | +8.6% | +27.3% | +33.2% |
| YTD | +25.4% | +19.0% | +6.4% | +18.8% |
| 1Y | +139.8% | +21.2% | +118.6% | +125.1% |
| 3Y | +515.0% | -9.7% | +524.7% | +531.8% |
| 5Y | +52.1% | -3.4% | +55.5% | +49.1% |
| All | +87.0% | +8.2% | +78.8% | +80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded BDX 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling