-30.7%
CIFR vs BHP
+153.7%
-184.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.8% | -3.2% |
| 7D | +4.8% | -0.5% | +5.3% | +5.3% |
| 30D | -31.0% | -4.5% | -26.5% | -28.7% |
| 3M | -58.7% | -6.9% | -51.8% | -56.6% |
| 6M | -67.7% | -10.6% | -57.1% | -65.0% |
| YTD | -53.5% | +37.2% | -90.7% | -60.7% |
| 1Y | -54.1% | +48.0% | -102.1% | -62.8% |
| 3Y | +138.2% | +52.6% | +85.6% | +90.3% |
| 5Y | -18.5% | +116.5% | -135.0% | -37.9% |
| All | -30.7% | +153.7% | -184.4% | -47.6% |
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