+445.9%
CIFR vs BIYA
-99.8%
+545.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.9% | -6.6% | -5.7% |
| 7D | -8.2% | -1.3% | -6.9% | -8.3% |
| 30D | -7.4% | -15.9% | +8.5% | -7.9% |
| 3M | -24.2% | -81.2% | +57.1% | -24.3% |
| 6M | +14.2% | -88.2% | +102.4% | +16.5% |
| YTD | +8.0% | -94.1% | +102.1% | +13.2% |
| 1Y | +55.5% | -98.7% | +154.2% | +77.5% |
| All | +445.9% | -99.8% | +545.7% | +526.3% |
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