+87.0%
CIFR vs PBR
+914.9%
-827.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.5% | +0.8% | +3.8% |
| 7D | +26.7% | +2.5% | +24.2% | +26.1% |
| 30D | +7.7% | +19.4% | -11.6% | +4.4% |
| 3M | -23.8% | +20.8% | -44.6% | -26.2% |
| 6M | +35.9% | +23.5% | +12.4% | +29.8% |
| YTD | +25.4% | +83.4% | -58.0% | +11.8% |
| 1Y | +139.8% | +77.6% | +62.2% | +115.0% |
| 3Y | +515.0% | +99.9% | +415.1% | +447.3% |
| 5Y | +52.1% | +567.7% | -515.6% | +22.0% |
| All | +87.0% | +914.9% | -827.9% | +45.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling