-34.0%
CIFR vs BWA
+58.2%
-92.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.9% | -2.2% | -2.9% |
| 7D | -19.6% | -2.4% | -17.1% | -17.5% |
| 30D | -51.7% | -17.7% | -34.0% | -44.7% |
| 3M | -60.0% | -27.0% | -33.0% | -50.9% |
| 6M | -68.2% | -17.3% | -50.9% | -63.0% |
| YTD | -55.8% | +12.9% | -68.6% | -57.3% |
| 1Y | -66.8% | +12.9% | -79.7% | -68.1% |
| 3Y | +119.1% | +62.1% | +57.0% | +71.3% |
| 5Y | -25.3% | +30.7% | -56.0% | -42.4% |
| All | -34.0% | +58.2% | -92.3% | -49.8% |
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