-28.2%
CIFR vs BHP
+161.9%
-190.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +1.2% | +7.7% | +8.1% |
| 7D | +9.4% | +2.4% | +7.0% | +8.1% |
| 30D | -45.3% | -5.4% | -39.9% | -43.0% |
| 3M | -58.7% | -6.9% | -51.8% | -56.5% |
| 6M | -64.9% | -4.3% | -60.6% | -63.7% |
| YTD | -51.8% | +41.6% | -93.5% | -60.1% |
| 1Y | -61.9% | +53.3% | -115.2% | -69.9% |
| 3Y | +138.6% | +58.4% | +80.2% | +86.1% |
| 5Y | -13.0% | +121.3% | -134.2% | -35.1% |
| All | -28.2% | +161.9% | -190.1% | -46.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling