+29.3%
CIFR vs BTDR
+24.7%
+4.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -2.7% | -6.0% | -7.4% |
| 7D | +11.3% | +14.8% | -3.5% | +4.4% |
| 30D | +3.5% | +41.8% | -38.3% | -12.8% |
| 3M | -26.6% | -29.2% | +2.5% | -13.1% |
| 6M | +18.1% | +66.2% | -48.1% | -9.2% |
| YTD | +14.5% | +10.0% | +4.5% | +5.8% |
| 1Y | +83.3% | -11.0% | +94.3% | +83.3% |
| 3Y | +461.5% | +6.9% | +454.5% | +353.2% |
| 5Y | +29.3% | +24.7% | +4.6% | -28.0% |
| All | +29.3% | +24.7% | +4.6% | -28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling