+70.7%
CIFR vs BN
+122.9%
-52.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.9% | -6.8% | -6.7% |
| 7D | +11.3% | -3.0% | +14.3% | +15.1% |
| 30D | +3.5% | -13.0% | +16.5% | +19.5% |
| 3M | -26.6% | -15.2% | -11.4% | -13.9% |
| 6M | +18.1% | -5.9% | +24.0% | +24.8% |
| YTD | +14.5% | -15.8% | +30.3% | +37.6% |
| 1Y | +83.3% | -12.2% | +95.5% | +115.6% |
| 3Y | +461.5% | +72.2% | +389.3% | +298.1% |
| 5Y | +29.3% | +33.2% | -3.9% | +9.8% |
| All | +70.7% | +122.9% | -52.2% | +40.6% |
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