+70.2%
CIFR vs BR
+31.0%
+39.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.3% | +6.0% | +5.8% |
| 7D | -5.0% | -3.0% | -2.0% | -3.9% |
| 30D | -5.7% | -0.3% | -5.4% | -6.0% |
| 3M | -25.5% | +17.3% | -42.8% | -33.9% |
| 6M | +19.4% | -6.7% | +26.1% | +21.7% |
| YTD | +14.2% | -23.4% | +37.6% | +33.2% |
| 1Y | +69.0% | -32.7% | +101.7% | +119.7% |
| 3Y | +503.9% | -5.9% | +509.9% | +480.5% |
| 5Y | +27.7% | +8.4% | +19.2% | +4.5% |
| All | +70.2% | +31.0% | +39.2% | +32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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