-44.5%
CIFR vs CPNG
-76.1%
+31.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -3.8% |
| 7D | +4.8% | -6.8% | +11.6% | +7.9% |
| 30D | -31.0% | +5.5% | -36.5% | -33.7% |
| 3M | -58.7% | -6.8% | -52.0% | -58.4% |
| 6M | -67.7% | -4.8% | -62.9% | -67.8% |
| YTD | -53.5% | -35.6% | -17.9% | -45.5% |
| 1Y | -54.1% | -46.8% | -7.3% | -41.5% |
| 3Y | +138.2% | -0.8% | +139.0% | +129.4% |
| 5Y | -18.5% | -42.9% | +24.3% | -10.4% |
| All | -44.5% | -76.1% | +31.6% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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