+55.5%
CIFR vs CPNG
-54.7%
+110.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.6% | -5.1% | -5.3% |
| 7D | -8.2% | -5.4% | -2.8% | -5.0% |
| 30D | -7.4% | -11.1% | +3.7% | -1.2% |
| 3M | -24.2% | -3.0% | -21.2% | -25.5% |
| 6M | +14.2% | -23.5% | +37.7% | +32.3% |
| YTD | +8.0% | -37.8% | +45.8% | +42.1% |
| 1Y | +55.5% | -54.3% | +109.8% | +179.1% |
| All | +55.5% | -54.7% | +110.2% | +179.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling