-28.2%
CIFR vs PBF
+1,335.5%
-1,363.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +5.8% | +3.1% | +8.6% |
| 7D | +9.4% | -4.0% | +13.4% | +9.6% |
| 30D | -45.3% | -18.0% | -27.3% | -44.8% |
| 3M | -58.7% | +0.9% | -59.6% | -58.8% |
| 6M | -64.9% | +65.7% | -130.7% | -65.8% |
| YTD | -51.8% | +161.9% | -213.7% | -54.6% |
| 1Y | -61.9% | +77.8% | -139.7% | -63.3% |
| 3Y | +138.6% | +74.9% | +63.7% | +118.8% |
| 5Y | -13.0% | +423.4% | -436.4% | -18.0% |
| All | -28.2% | +1,335.5% | -1,363.6% | -31.8% |
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