+42.6%
CIFR vs BROS
+41.2%
+1.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.5% | +5.8% | +4.9% |
| 7D | +26.7% | -0.9% | +27.6% | +26.8% |
| 30D | +7.7% | -13.5% | +21.2% | +12.8% |
| 3M | -23.8% | -18.4% | -5.4% | -19.9% |
| 6M | +35.9% | -10.6% | +46.5% | +38.0% |
| YTD | +25.4% | -25.1% | +50.5% | +34.8% |
| 1Y | +139.8% | -28.6% | +168.4% | +159.7% |
| 3Y | +515.0% | +65.6% | +449.4% | +394.6% |
| All | +42.6% | +41.2% | +1.4% | +15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling