+43.6%
CIFR vs CPNG
-75.9%
+119.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.4% | +3.5% | +2.8% |
| 7D | +16.9% | -7.4% | +24.4% | +20.8% |
| 30D | -5.2% | -4.4% | -0.7% | -3.9% |
| 3M | -30.6% | -7.5% | -23.1% | -28.8% |
| 6M | +10.6% | -19.9% | +30.5% | +20.7% |
| YTD | +20.2% | -35.2% | +55.4% | +42.9% |
| 1Y | +139.7% | -46.8% | +186.5% | +210.6% |
| 3Y | +489.4% | -20.2% | +509.5% | +528.7% |
| 5Y | +54.4% | -48.4% | +102.8% | +72.9% |
| All | +43.6% | -75.9% | +119.6% | +63.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling