+78.7%
CIFR vs BTDR
+23.8%
+54.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.9% | -1.8% | +0.2% |
| 7D | +16.9% | +20.0% | -3.0% | +7.2% |
| 30D | -5.2% | +11.9% | -17.1% | -11.5% |
| 3M | -30.6% | -36.9% | +6.4% | -13.0% |
| 6M | +10.6% | +56.5% | -45.9% | -12.4% |
| YTD | +20.2% | +10.4% | +9.8% | +10.7% |
| 1Y | +139.7% | +3.1% | +136.6% | +125.3% |
| 3Y | +489.4% | -2.6% | +492.0% | +385.9% |
| 5Y | +54.4% | +25.2% | +29.2% | -5.1% |
| All | +78.7% | +23.8% | +54.9% | +10.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling