+14.2%
CIFR vs BRO
-6.5%
+20.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.3% | -5.4% | -6.1% |
| 7D | -8.2% | -8.6% | +0.4% | -18.4% |
| 30D | -7.4% | -6.9% | -0.4% | -14.8% |
| 3M | -24.2% | +10.5% | -34.6% | -18.8% |
| 6M | +14.2% | -2.8% | +17.0% | +20.7% |
| All | +14.2% | -6.5% | +20.7% | +20.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling