-25.3%
CIFR vs BLDR
-6.1%
-19.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.6% | +0.5% | -1.9% |
| 7D | -19.6% | -1.1% | -18.5% | -20.3% |
| 30D | -51.7% | +19.1% | -70.8% | -57.8% |
| 3M | -60.0% | -12.6% | -47.4% | -59.1% |
| 6M | -68.2% | -18.7% | -49.5% | -67.0% |
| YTD | -55.8% | -38.8% | -16.9% | -46.5% |
| 1Y | -66.8% | -41.2% | -25.5% | -59.0% |
| 3Y | +119.1% | -49.4% | +168.5% | +174.3% |
| 5Y | -25.3% | -6.0% | -19.3% | -32.2% |
| All | -25.3% | -6.1% | -19.2% | -32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling