-34.0%
CIFR vs PCAR
+113.0%
-147.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -4.0% | -4.0% |
| 7D | -19.6% | +3.5% | -23.1% | -22.3% |
| 30D | -51.7% | -2.3% | -49.4% | -51.4% |
| 3M | -60.0% | -19.3% | -40.7% | -53.5% |
| 6M | -68.2% | -7.1% | -61.1% | -67.0% |
| YTD | -55.8% | -2.8% | -53.0% | -55.7% |
| 1Y | -66.8% | +9.3% | -76.1% | -69.8% |
| 3Y | +119.1% | +33.5% | +85.6% | +84.9% |
| 5Y | -25.3% | +112.6% | -137.9% | -50.1% |
| All | -34.0% | +113.0% | -147.0% | -55.6% |
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