+87.0%
CIFR vs BR
+31.7%
+55.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.5% | +6.8% | +5.4% |
| 7D | +26.7% | -5.9% | +32.6% | +29.9% |
| 30D | +7.7% | +1.9% | +5.8% | +6.1% |
| 3M | -23.8% | +14.7% | -38.4% | -31.3% |
| 6M | +35.9% | -12.8% | +48.7% | +45.3% |
| YTD | +25.4% | -23.0% | +48.4% | +46.0% |
| 1Y | +139.8% | -31.7% | +171.4% | +207.5% |
| 3Y | +515.0% | -4.8% | +519.7% | +486.2% |
| 5Y | +52.1% | +7.8% | +44.3% | +24.3% |
| All | +87.0% | +31.7% | +55.3% | +45.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling