-34.0%
CIFR vs BN
+145.7%
-179.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.8% | -2.7% |
| 7D | -19.6% | +4.3% | -23.9% | -24.2% |
| 30D | -51.7% | +14.3% | -66.0% | -59.2% |
| 3M | -60.0% | -4.1% | -55.9% | -59.3% |
| 6M | -68.2% | -9.7% | -58.6% | -66.0% |
| YTD | -55.8% | -7.1% | -48.6% | -53.1% |
| 1Y | -66.8% | -7.4% | -59.3% | -64.4% |
| 3Y | +119.1% | +102.3% | +16.8% | +31.2% |
| 5Y | -25.3% | +35.9% | -61.2% | -43.8% |
| All | -34.0% | +145.7% | -179.8% | -52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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