-31.2%
CIFR vs BP
+276.0%
-307.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.1% | +3.9% | +4.0% |
| 7D | -0.7% | -6.9% | +6.1% | +0.4% |
| 30D | -49.6% | -3.6% | -46.0% | -49.4% |
| 3M | -60.4% | +8.4% | -68.8% | -61.1% |
| 6M | -66.9% | +5.3% | -72.2% | -67.3% |
| YTD | -53.9% | +33.2% | -87.0% | -57.0% |
| 1Y | -67.1% | +28.2% | -95.3% | -69.1% |
| 3Y | +118.3% | +49.2% | +69.0% | +98.9% |
| 5Y | -26.9% | +102.9% | -129.7% | -36.2% |
| All | -31.2% | +276.0% | -307.2% | -40.1% |
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