+70.2%
CIFR vs BMY
+30.8%
+39.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.2% | +5.9% | +5.7% |
| 7D | -5.0% | -4.8% | -0.3% | -4.4% |
| 30D | -5.7% | -0.1% | -5.6% | -5.9% |
| 3M | -25.5% | +13.1% | -38.6% | -27.3% |
| 6M | +19.4% | +8.4% | +11.0% | +17.4% |
| YTD | +14.2% | +22.0% | -7.8% | +9.4% |
| 1Y | +69.0% | +40.3% | +28.7% | +56.2% |
| 3Y | +503.9% | +20.5% | +483.4% | +460.9% |
| 5Y | +27.7% | +23.7% | +3.9% | +15.6% |
| All | +70.2% | +30.8% | +39.4% | +52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BMY.
Daily Out/Under-Performance
Portfolio return minus BMY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMY 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 10y: compounded portfolio wealth divided by compounded BMY 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…
10y analysis · Full analysis span regression · 6 months rolling