+79.2%
CIFR vs BMY
+37.4%
+41.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.9% | +4.0% | +2.4% |
| 7D | +16.9% | +0.4% | +16.6% | +16.9% |
| 30D | -5.2% | +5.0% | -10.2% | -6.1% |
| 3M | -30.6% | +19.4% | -50.0% | -32.8% |
| 6M | +10.6% | +9.5% | +1.1% | +9.0% |
| YTD | +20.2% | +28.1% | -7.9% | +14.4% |
| 1Y | +139.7% | +50.0% | +89.7% | +119.2% |
| 3Y | +489.4% | +24.1% | +465.3% | +445.1% |
| 5Y | +54.4% | +25.0% | +29.4% | +38.9% |
| All | +79.2% | +37.4% | +41.8% | +59.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling