+79.2%
CIFR vs BP
+269.4%
-190.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +2.0% |
| 7D | +16.9% | +3.9% | +13.0% | +16.1% |
| 30D | -5.2% | +7.6% | -12.8% | -6.4% |
| 3M | -30.6% | +0.7% | -31.3% | -30.5% |
| 6M | +10.6% | +15.5% | -4.9% | +6.4% |
| YTD | +20.2% | +30.8% | -10.6% | +12.8% |
| 1Y | +139.7% | +34.3% | +105.4% | +123.1% |
| 3Y | +489.4% | +35.1% | +454.3% | +441.8% |
| 5Y | +54.4% | +126.8% | -72.4% | +35.8% |
| All | +79.2% | +269.4% | -190.2% | +57.2% |
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