-45.2%
CIFR vs BROS
+7.7%
-52.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -0.8% | +9.7% | +9.2% |
| 7D | +9.4% | -20.4% | +29.8% | +18.1% |
| 30D | -45.3% | -6.1% | -39.2% | -44.5% |
| 3M | -58.7% | -29.4% | -29.3% | -54.0% |
| 6M | -64.9% | -31.5% | -33.4% | -61.4% |
| YTD | -51.8% | -42.8% | -9.0% | -43.7% |
| 1Y | -61.9% | -37.5% | -24.4% | -56.9% |
| 3Y | +138.6% | +27.2% | +111.4% | +108.0% |
| 5Y | -13.0% | -47.0% | +34.0% | -17.2% |
| All | -45.2% | +7.7% | -52.9% | -51.6% |
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