+87.0%
CIFR vs BP
+278.4%
-191.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.4% | +1.9% | +3.9% |
| 7D | +26.7% | +0.9% | +25.8% | +26.5% |
| 30D | +7.7% | +9.1% | -1.4% | +6.1% |
| 3M | -23.8% | +3.9% | -27.7% | -24.2% |
| 6M | +35.9% | +13.6% | +22.3% | +31.6% |
| YTD | +25.4% | +34.0% | -8.6% | +17.2% |
| 1Y | +139.8% | +39.2% | +100.6% | +121.8% |
| 3Y | +515.0% | +36.4% | +478.5% | +463.4% |
| 5Y | +52.1% | +135.8% | -83.7% | +33.3% |
| All | +87.0% | +278.4% | -191.4% | +63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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