-31.2%
CIFR vs BUD
+61.6%
-92.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.3% | +2.7% | +3.8% |
| 7D | -0.7% | +1.3% | -2.1% | -1.2% |
| 30D | -49.6% | +10.0% | -59.7% | -50.9% |
| 3M | -60.4% | +1.6% | -61.9% | -60.7% |
| 6M | -66.9% | +6.5% | -73.4% | -67.7% |
| YTD | -53.9% | +34.8% | -88.7% | -57.0% |
| 1Y | -67.1% | +36.5% | -103.5% | -69.5% |
| 3Y | +118.3% | +49.0% | +69.3% | +99.2% |
| 5Y | -26.9% | +51.7% | -78.5% | -36.0% |
| All | -31.2% | +61.6% | -92.8% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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