-71.1%
CIFR vs BROS
-18.6%
-52.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +0.9% | -20.9% | -20.2% |
| 7D | -26.7% | +2.5% | -29.2% | -27.4% |
| 30D | -58.0% | +15.1% | -73.1% | -60.1% |
| 3M | -68.1% | -31.4% | -36.7% | -63.8% |
| 6M | -63.7% | -22.6% | -41.1% | -61.8% |
| YTD | -56.0% | -28.1% | -27.8% | -54.5% |
| 1Y | -71.1% | -20.3% | -50.9% | -71.3% |
| All | -71.1% | -18.6% | -52.5% | -71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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