+87.0%
CIFR vs BLK
+98.2%
-11.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.9% | +6.2% | +6.3% |
| 7D | +26.7% | -2.4% | +29.1% | +29.9% |
| 30D | +7.7% | -3.1% | +10.9% | +10.5% |
| 3M | -23.8% | +10.7% | -34.5% | -33.2% |
| 6M | +35.9% | +15.9% | +20.0% | +14.5% |
| YTD | +25.4% | +4.0% | +21.4% | +18.6% |
| 1Y | +139.8% | +1.3% | +138.5% | +134.9% |
| 3Y | +515.0% | +69.6% | +445.4% | +298.0% |
| 5Y | +52.1% | +33.8% | +18.3% | +7.0% |
| All | +87.0% | +98.2% | -11.2% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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