+138.2%
CIFR vs BMY
+44.8%
+93.4%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.8% | -5.8% | -4.1% |
| 7D | +4.8% | +2.1% | +2.7% | +4.8% |
| 30D | -31.0% | +7.0% | -38.0% | -31.2% |
| 3M | -58.7% | -0.9% | -57.9% | -58.6% |
| 6M | -67.7% | +14.9% | -82.6% | -68.3% |
| YTD | -53.5% | +22.8% | -76.3% | -55.0% |
| 1Y | -54.1% | +36.2% | -90.3% | -56.8% |
| 3Y | +138.2% | +45.7% | +92.5% | +111.4% |
| All | +138.2% | +44.8% | +93.4% | +111.4% |
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