-30.7%
CIFR vs PCAR
+115.9%
-146.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.3% | -4.4% | -4.3% |
| 7D | +4.8% | +4.9% | -0.1% | +1.3% |
| 30D | -31.0% | -1.4% | -29.6% | -30.8% |
| 3M | -58.7% | -18.1% | -40.6% | -52.5% |
| 6M | -67.7% | -4.0% | -63.7% | -67.3% |
| YTD | -53.5% | -1.5% | -52.1% | -53.8% |
| 1Y | -54.1% | +13.2% | -67.2% | -59.4% |
| 3Y | +138.2% | +35.8% | +102.4% | +98.8% |
| 5Y | -18.5% | +114.6% | -133.2% | -46.0% |
| All | -30.7% | +115.9% | -146.6% | -53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 10y: compounded portfolio wealth divided by compounded PCAR 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…
10y analysis · Full analysis span regression · 6 months rolling