+79.2%
CIFR vs PBF
+1,430.4%
-1,351.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.3% | +3.4% | +2.2% |
| 7D | +16.9% | +4.3% | +12.6% | +16.7% |
| 30D | -5.2% | +22.0% | -27.2% | -6.3% |
| 3M | -30.6% | +74.5% | -105.1% | -32.3% |
| 6M | +10.6% | +67.7% | -57.1% | +7.5% |
| YTD | +20.2% | +179.2% | -159.0% | +13.0% |
| 1Y | +139.7% | +170.0% | -30.3% | +125.0% |
| 3Y | +489.4% | +66.4% | +423.0% | +436.8% |
| 5Y | +54.4% | +764.5% | -710.1% | +46.2% |
| All | +79.2% | +1,430.4% | -1,351.2% | +69.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling