+377.3%
CIFR vs BMNR
+245.3%
+132.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.4% | +2.3% | +5.6% |
| 7D | -5.0% | +0.2% | -5.3% | -5.0% |
| 30D | -5.7% | +39.9% | -45.6% | -6.6% |
| 3M | -25.5% | +51.5% | -77.1% | -26.4% |
| 6M | +19.4% | +18.9% | +0.5% | +18.9% |
| YTD | +14.2% | -7.8% | +22.0% | +14.4% |
| 1Y | +69.0% | -47.6% | +116.6% | +71.3% |
| All | +377.3% | +245.3% | +132.0% | +330.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling