+61.0%
CIFR vs BNY
+413.5%
-352.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | 0.0% | -5.7% | -5.7% |
| 7D | -8.2% | -1.1% | -7.2% | -7.4% |
| 30D | -7.4% | +1.4% | -8.8% | -8.5% |
| 3M | -24.2% | +16.8% | -41.0% | -33.1% |
| 6M | +14.2% | +42.0% | -27.8% | -14.0% |
| YTD | +8.0% | +41.9% | -33.9% | -18.4% |
| 1Y | +55.5% | +59.2% | -3.7% | +8.2% |
| 3Y | +429.6% | +290.9% | +138.7% | +127.9% |
| 5Y | +20.8% | +259.0% | -238.3% | -46.1% |
| All | +61.0% | +413.5% | -352.5% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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