+36.7%
CIFR vs BROS
+43.3%
-6.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +1.9% |
| 7D | +16.9% | -6.7% | +23.6% | +19.5% |
| 30D | -5.2% | -29.1% | +23.9% | +5.6% |
| 3M | -30.6% | -16.7% | -13.9% | -27.5% |
| 6M | +10.6% | -11.6% | +22.2% | +12.8% |
| YTD | +20.2% | -23.9% | +44.1% | +28.6% |
| 1Y | +139.7% | -34.8% | +174.5% | +167.4% |
| 3Y | +489.4% | +62.1% | +427.3% | +376.1% |
| All | +36.7% | +43.3% | -6.7% | +10.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling