-71.1%
CIFR vs BRO
-3.6%
-67.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +4.5% | -24.4% | -14.2% |
| 7D | -26.7% | +12.4% | -39.2% | -13.2% |
| 30D | -58.0% | +21.6% | -79.6% | -44.4% |
| 3M | -68.1% | +4.3% | -72.4% | -64.2% |
| 6M | -63.7% | +29.2% | -92.9% | -49.6% |
| YTD | -56.0% | -6.4% | -49.6% | -52.8% |
| 1Y | -71.1% | -5.3% | -65.8% | -69.1% |
| All | -71.1% | -3.6% | -67.5% | -69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 1y: compounded portfolio wealth divided by compounded BRO 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…
1y analysis · Full analysis span regression · 6 months rolling