+118.3%
CIFR vs BP
+48.5%
+69.8%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.1% | +3.9% | +4.0% |
| 7D | -0.7% | -6.9% | +6.1% | +1.8% |
| 30D | -49.6% | -3.6% | -46.0% | -49.2% |
| 3M | -60.4% | +8.4% | -68.8% | -62.2% |
| 6M | -66.9% | +5.3% | -72.2% | -68.0% |
| YTD | -53.9% | +33.2% | -87.0% | -63.0% |
| 1Y | -67.1% | +28.2% | -95.3% | -73.0% |
| 3Y | +118.3% | +49.2% | +69.0% | +62.5% |
| All | +118.3% | +48.5% | +69.8% | +62.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling