+505.7%
CIFR vs BSX
-16.8%
+522.6%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | 0.0% | -8.7% | -8.7% |
| 7D | +11.3% | -7.0% | +18.4% | +14.0% |
| 30D | +3.5% | -10.9% | +14.4% | +7.5% |
| 3M | -26.6% | -8.2% | -18.5% | -25.0% |
| 6M | +18.1% | -37.5% | +55.6% | +51.7% |
| YTD | +14.5% | -52.8% | +67.3% | +76.4% |
| 1Y | +83.3% | -58.4% | +141.7% | +210.7% |
| All | +505.7% | -16.8% | +522.6% | +616.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling