+489.4%
CIFR vs BLDR
-52.5%
+541.9%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.5% | -0.4% | +0.9% |
| 7D | +16.9% | -2.8% | +19.8% | +18.7% |
| 30D | -5.2% | -13.3% | +8.1% | +1.1% |
| 3M | -30.6% | -12.3% | -18.3% | -28.2% |
| 6M | +10.6% | -31.5% | +42.1% | +31.0% |
| YTD | +20.2% | -36.1% | +56.2% | +46.0% |
| 1Y | +139.7% | -54.1% | +193.8% | +240.1% |
| All | +489.4% | -52.5% | +541.9% | +731.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling