-17.6%
CIFR vs BTDR
-38.7%
+21.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -12.8% | +13.4% | +7.1% |
| 7D | +28.8% | +15.4% | +13.4% | +19.3% |
| 30D | -36.9% | -33.4% | -3.5% | -21.4% |
| 3M | -60.0% | -32.0% | -27.9% | -50.4% |
| 6M | -64.4% | -52.2% | -12.1% | -47.7% |
| YTD | -51.6% | -45.3% | -6.2% | -35.4% |
| 1Y | -58.9% | -56.0% | -2.8% | -38.7% |
| 3Y | +139.9% | +54.4% | +85.5% | +124.3% |
| All | -17.6% | -38.7% | +21.1% | -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