-25.3%
CIFR vs BROS
-43.7%
+18.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.0% | -2.1% | -3.3% |
| 7D | -19.6% | -19.0% | -0.6% | -13.0% |
| 30D | -51.7% | -7.3% | -44.4% | -50.7% |
| 3M | -60.0% | -31.2% | -28.8% | -54.4% |
| 6M | -68.2% | -33.0% | -35.2% | -64.3% |
| YTD | -55.8% | -42.4% | -13.4% | -47.4% |
| 1Y | -66.8% | -37.7% | -29.0% | -61.8% |
| 3Y | +119.1% | +28.2% | +90.9% | +80.0% |
| 5Y | -25.3% | -43.4% | +18.1% | -31.5% |
| All | -25.3% | -43.7% | +18.4% | -31.5% |
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 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