+83.3%
CIFR vs PBF
+172.0%
-88.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.3% | -8.4% | -8.7% |
| 7D | +11.3% | +1.4% | +10.0% | +11.4% |
| 30D | +3.5% | +15.8% | -12.4% | +3.7% |
| 3M | -26.6% | +90.3% | -116.9% | -22.7% |
| 6M | +18.1% | +102.8% | -84.7% | +21.3% |
| YTD | +14.5% | +187.3% | -172.8% | +12.7% |
| 1Y | +83.3% | +161.8% | -78.5% | +80.2% |
| All | +83.3% | +172.0% | -88.7% | +80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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