+87.0%
CIFR vs BSX
+18.4%
+68.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -5.9% | +10.2% | +6.8% |
| 7D | +26.7% | -6.4% | +33.1% | +29.7% |
| 30D | +7.7% | -8.8% | +16.5% | +11.0% |
| 3M | -23.8% | -7.6% | -16.2% | -22.5% |
| 6M | +35.9% | -37.0% | +72.9% | +68.1% |
| YTD | +25.4% | -52.8% | +78.2% | +80.6% |
| 1Y | +139.8% | -58.4% | +198.2% | +268.3% |
| 3Y | +515.0% | -16.5% | +531.5% | +573.6% |
| 5Y | +52.1% | -1.2% | +53.3% | +47.4% |
| All | +87.0% | +18.4% | +68.5% | +78.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling