-25.3%
CIFR vs BWA
+32.7%
-58.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.9% | -2.2% | -2.7% |
| 7D | -19.6% | -2.4% | -17.1% | -17.2% |
| 30D | -51.7% | -17.7% | -34.0% | -43.3% |
| 3M | -60.0% | -27.0% | -33.0% | -49.0% |
| 6M | -68.2% | -17.3% | -50.9% | -62.0% |
| YTD | -55.8% | +12.9% | -68.6% | -58.3% |
| 1Y | -66.8% | +12.9% | -79.7% | -68.9% |
| 3Y | +119.1% | +62.1% | +57.0% | +56.3% |
| 5Y | -25.3% | +30.7% | -56.0% | -50.0% |
| All | -25.3% | +32.7% | -58.0% | -50.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling