-15.6%
CIFR vs BHP
+123.5%
-139.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +1.2% | +7.7% | +7.9% |
| 7D | +9.4% | +2.4% | +7.0% | +7.8% |
| 30D | -45.3% | -5.4% | -39.9% | -42.5% |
| 3M | -58.7% | -6.9% | -51.8% | -56.1% |
| 6M | -64.9% | -4.3% | -60.6% | -63.5% |
| YTD | -51.8% | +41.6% | -93.5% | -62.5% |
| 1Y | -61.9% | +53.3% | -115.2% | -72.1% |
| 3Y | +138.6% | +58.4% | +80.2% | +71.3% |
| All | -15.6% | +123.5% | -139.1% | -46.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling