+119.1%
CIFR vs BWA
+64.1%
+55.0%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.9% | -2.2% | -2.4% |
| 7D | -19.6% | -2.4% | -17.1% | -16.9% |
| 30D | -51.7% | -17.7% | -34.0% | -42.2% |
| 3M | -60.0% | -27.0% | -33.0% | -47.4% |
| 6M | -68.2% | -17.3% | -50.9% | -61.1% |
| YTD | -55.8% | +12.9% | -68.6% | -58.8% |
| 1Y | -66.8% | +12.9% | -79.7% | -69.3% |
| 3Y | +119.1% | +62.1% | +57.0% | +36.6% |
| All | +119.1% | +64.1% | +55.0% | +36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 3y: compounded portfolio wealth divided by compounded BWA 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…
3y analysis · Full analysis span regression · 6 months rolling