-28.2%
CIFR vs BLDR
+90.4%
-118.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -0.9% | +9.8% | +9.3% |
| 7D | +9.4% | -10.3% | +19.7% | +14.5% |
| 30D | -45.3% | +19.6% | -64.9% | -51.6% |
| 3M | -58.7% | -17.0% | -41.7% | -56.8% |
| 6M | -64.9% | -16.7% | -48.2% | -64.2% |
| YTD | -51.8% | -39.4% | -12.4% | -42.7% |
| 1Y | -61.9% | -41.7% | -20.2% | -54.0% |
| 3Y | +138.6% | -49.9% | +188.4% | +199.5% |
| 5Y | -13.0% | -7.6% | -5.4% | -19.6% |
| All | -28.2% | +90.4% | -118.5% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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