+505.7%
CIFR vs PBR
+97.2%
+408.5%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.5% | -9.2% | -8.9% |
| 7D | +11.3% | +0.3% | +11.0% | +11.0% |
| 30D | +3.5% | +17.5% | -14.0% | -5.0% |
| 3M | -26.6% | +20.9% | -47.5% | -33.5% |
| 6M | +18.1% | +20.2% | -2.1% | +3.0% |
| YTD | +14.5% | +84.3% | -69.8% | -24.1% |
| 1Y | +83.3% | +77.1% | +6.2% | +24.2% |
| All | +505.7% | +97.2% | +408.5% | +257.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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