+70.2%
CIFR vs BRO
+48.5%
+21.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.2% | +5.9% | +5.7% |
| 7D | -5.0% | -7.3% | +2.3% | -3.9% |
| 30D | -5.7% | -6.9% | +1.1% | -4.9% |
| 3M | -25.5% | +10.7% | -36.2% | -29.9% |
| 6M | +19.4% | -2.7% | +22.1% | +17.1% |
| YTD | +14.2% | -16.3% | +30.5% | +18.0% |
| 1Y | +69.0% | -29.1% | +98.1% | +89.8% |
| 3Y | +503.9% | -7.8% | +511.8% | +474.9% |
| 5Y | +27.7% | +18.7% | +8.9% | +10.9% |
| All | +70.2% | +48.5% | +21.7% | +45.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling