-27.8%
CIFR vs BHP
+157.0%
-184.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +1.8% |
| 7D | +28.8% | +2.5% | +26.4% | +27.0% |
| 30D | -36.9% | -5.2% | -31.7% | -34.5% |
| 3M | -60.0% | -8.7% | -51.3% | -57.3% |
| 6M | -64.4% | -6.9% | -57.5% | -62.4% |
| YTD | -51.6% | +39.0% | -90.5% | -59.4% |
| 1Y | -58.9% | +48.9% | -107.8% | -66.9% |
| 3Y | +139.9% | +55.4% | +84.6% | +89.6% |
| 5Y | -15.1% | +119.2% | -134.3% | -35.9% |
| All | -27.8% | +157.0% | -184.7% | -45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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