-58.9%
CIFR vs BROS
-40.8%
-18.0%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.7% | +4.3% | +1.8% |
| 7D | +28.8% | -2.5% | +31.3% | +29.7% |
| 30D | -36.9% | -11.2% | -25.7% | -34.3% |
| 3M | -60.0% | -33.9% | -26.1% | -53.8% |
| 6M | -64.4% | -33.5% | -30.9% | -61.6% |
| YTD | -51.6% | -44.9% | -6.6% | -45.0% |
| 1Y | -58.9% | -41.5% | -17.4% | -54.0% |
| All | -58.9% | -40.8% | -18.0% | -54.0% |
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