-71.1%
CIFR vs BMNR
-46.4%
-24.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +5.8% | -25.8% | -23.7% |
| 7D | -26.7% | -1.5% | -25.3% | -26.3% |
| 30D | -58.0% | -18.9% | -39.1% | -52.0% |
| 3M | -68.1% | +20.1% | -88.2% | -72.0% |
| 6M | -63.7% | -4.7% | -59.0% | -63.6% |
| YTD | -56.0% | -20.0% | -36.0% | -51.6% |
| 1Y | -71.1% | -44.9% | -26.2% | -62.9% |
| All | -71.1% | -46.4% | -24.8% | -62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BMNR.
Daily Out/Under-Performance
Portfolio return minus BMNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMNR 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 1y: compounded portfolio wealth divided by compounded BMNR 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…
1y analysis · Full analysis span regression · 6 months rolling