+143.5%
CIFR vs BIYA
-99.9%
+243.4%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +3.4% | +5.5% | +9.0% |
| 7D | +9.4% | +2.5% | +6.9% | +9.4% |
| 30D | -45.3% | -22.3% | -23.0% | -45.7% |
| 3M | -58.7% | -54.8% | -3.9% | -59.3% |
| 6M | -64.9% | -86.5% | +21.5% | -65.3% |
| YTD | -51.8% | -96.8% | +45.0% | -50.0% |
| 1Y | -61.9% | -98.6% | +36.7% | -59.4% |
| All | +143.5% | -99.9% | +243.4% | +176.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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