+70.2%
CIFR vs BSX
+13.2%
+57.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.3% | +6.0% | +5.8% |
| 7D | -5.0% | -10.1% | +5.1% | -0.9% |
| 30D | -5.7% | -16.4% | +10.7% | +1.0% |
| 3M | -25.5% | -8.9% | -16.7% | -24.0% |
| 6M | +19.4% | -38.3% | +57.7% | +48.6% |
| YTD | +14.2% | -54.9% | +69.1% | +67.6% |
| 1Y | +69.0% | -58.8% | +127.8% | +158.9% |
| 3Y | +503.9% | -21.2% | +525.2% | +578.8% |
| 5Y | +27.7% | -3.3% | +31.0% | +26.1% |
| All | +70.2% | +13.2% | +57.0% | +65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BSX.
Daily Out/Under-Performance
Portfolio return minus BSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BSX 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 BSX 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