+60.5%
CIFR vs BTDR
+15.3%
+45.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -6.5% | +0.8% | -2.5% |
| 7D | -8.2% | -3.2% | -5.0% | -6.6% |
| 30D | -7.4% | +32.7% | -40.1% | -19.3% |
| 3M | -24.2% | -28.4% | +4.2% | -10.6% |
| 6M | +14.2% | +51.7% | -37.5% | -8.1% |
| YTD | +8.0% | +2.9% | +5.1% | +3.2% |
| 1Y | +55.5% | -15.5% | +71.0% | +59.9% |
| 3Y | +429.6% | 0.0% | +429.6% | +342.4% |
| 5Y | +20.8% | +16.5% | +4.3% | -23.1% |
| All | +60.5% | +15.3% | +45.2% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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