+79.2%
CIFR vs BWA
+111.8%
-32.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.8% | -0.6% | +0.5% |
| 7D | +16.9% | +5.7% | +11.3% | +13.3% |
| 30D | -5.2% | +1.4% | -6.6% | -6.2% |
| 3M | -30.6% | -12.1% | -18.5% | -24.6% |
| 6M | +10.6% | +28.6% | -18.0% | -0.8% |
| YTD | +20.2% | +51.1% | -30.9% | -4.2% |
| 1Y | +139.7% | +55.9% | +83.9% | +85.5% |
| 3Y | +489.4% | +70.1% | +419.2% | +317.8% |
| 5Y | +54.4% | +90.7% | -36.3% | -2.5% |
| All | +79.2% | +111.8% | -32.6% | +12.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling