+70.2%
CIFR vs BDX
+8.1%
+62.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.8% | +4.9% | +5.6% |
| 7D | -5.0% | -3.2% | -1.9% | -4.5% |
| 30D | -5.7% | -2.5% | -3.2% | -5.4% |
| 3M | -25.5% | +21.4% | -47.0% | -29.5% |
| 6M | +19.4% | +10.4% | +9.0% | +16.5% |
| YTD | +14.2% | +18.8% | -4.7% | +8.1% |
| 1Y | +69.0% | +21.7% | +47.3% | +58.6% |
| 3Y | +503.9% | -10.0% | +513.9% | +520.9% |
| 5Y | +27.7% | -1.8% | +29.5% | +24.9% |
| All | +70.2% | +8.1% | +62.1% | +64.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling