-34.0%
CIFR vs BP
+275.9%
-309.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | -19.6% | -6.3% | -13.3% | -18.7% |
| 30D | -51.7% | -3.6% | -48.1% | -51.5% |
| 3M | -60.0% | +5.2% | -65.3% | -60.5% |
| 6M | -68.2% | +5.3% | -73.5% | -68.6% |
| YTD | -55.8% | +33.1% | -88.9% | -58.8% |
| 1Y | -66.8% | +26.3% | -93.1% | -68.7% |
| 3Y | +119.1% | +47.5% | +71.6% | +99.8% |
| 5Y | -25.3% | +106.2% | -131.5% | -34.9% |
| All | -34.0% | +275.9% | -309.9% | -42.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling