+30.2%
CIFR vs BROS
+38.3%
-8.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -2.0% | -6.7% | -8.0% |
| 7D | +11.3% | -6.6% | +17.9% | +13.7% |
| 30D | +3.5% | -12.3% | +15.8% | +7.9% |
| 3M | -26.6% | -22.2% | -4.4% | -21.5% |
| 6M | +18.1% | -14.3% | +32.4% | +21.7% |
| YTD | +14.5% | -26.6% | +41.1% | +24.0% |
| 1Y | +83.3% | -31.5% | +114.8% | +101.3% |
| 3Y | +461.5% | +62.3% | +399.2% | +354.9% |
| All | +30.2% | +38.3% | -8.1% | +6.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling