+146.9%
CIFR vs BIIB
+13.5%
+133.4%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +0.1% | +8.8% | +8.9% |
| 7D | +9.4% | -0.4% | +9.8% | +9.5% |
| 30D | -45.3% | +10.5% | -55.8% | -46.1% |
| 3M | -58.7% | +24.3% | -83.0% | -60.1% |
| 6M | -64.9% | +28.0% | -93.0% | -67.0% |
| YTD | -51.8% | +44.0% | -95.8% | -57.0% |
| 1Y | -61.9% | +58.8% | -120.7% | -67.7% |
| All | +146.9% | +13.5% | +133.4% | +239.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 3y: compounded portfolio wealth divided by compounded BIIB 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…
3y analysis · Full analysis span regression · 6 months rolling