+148.3%
CIFR vs CPNG
-0.3%
+148.6%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.4% | +4.9% | +2.7% |
| 7D | +28.8% | -6.9% | +35.7% | +33.0% |
| 30D | -36.9% | +1.1% | -38.1% | -38.3% |
| 3M | -60.0% | -6.3% | -53.7% | -59.7% |
| 6M | -64.4% | -3.8% | -60.5% | -64.7% |
| YTD | -51.6% | -35.2% | -16.4% | -42.4% |
| 1Y | -58.9% | -47.0% | -11.9% | -45.9% |
| All | +148.3% | -0.3% | +148.6% | +127.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling