+70.2%
CIFR vs BX
+187.8%
-117.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.5% | +3.2% | +3.5% |
| 7D | -5.0% | -5.6% | +0.6% | +0.3% |
| 30D | -5.7% | -12.2% | +6.5% | +5.4% |
| 3M | -25.5% | +7.4% | -32.9% | -32.8% |
| 6M | +19.4% | +22.2% | -2.7% | -6.7% |
| YTD | +14.2% | -14.0% | +28.2% | +25.8% |
| 1Y | +69.0% | -27.3% | +96.3% | +118.2% |
| 3Y | +503.9% | +24.5% | +479.4% | +418.2% |
| 5Y | +27.7% | +18.9% | +8.8% | +5.4% |
| All | +70.2% | +187.8% | -117.6% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 BX 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