+515.0%
CIFR vs BMY
+23.8%
+491.1%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.2% | +7.5% | +4.8% |
| 7D | +26.7% | -3.3% | +30.0% | +27.3% |
| 30D | +7.7% | 0.0% | +7.8% | +7.5% |
| 3M | -23.8% | +17.7% | -41.5% | -26.3% |
| 6M | +35.9% | +9.6% | +26.3% | +33.4% |
| YTD | +25.4% | +24.0% | +1.4% | +19.1% |
| 1Y | +139.8% | +45.1% | +94.7% | +116.2% |
| 3Y | +515.0% | +22.5% | +492.5% | +518.4% |
| All | +515.0% | +23.8% | +491.1% | +518.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling