+79.2%
CIFR vs BLDR
+100.9%
-21.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.9% |
| 3M | -30.6% | -12.3% | -18.3% | -28.2% |
| 6M | +10.6% | -31.5% | +42.1% | +29.9% |
| YTD | +20.2% | -36.1% | +56.2% | +44.7% |
| 1Y | +139.7% | -54.1% | +193.8% | +233.7% |
| 3Y | +489.4% | -55.8% | +545.1% | +709.3% |
| 5Y | +54.4% | +20.7% | +33.7% | +42.4% |
| All | +79.2% | +100.9% | -21.7% | +61.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling