-54.1%
CIFR vs PCAR
+11.3%
-65.3%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.3% | -4.4% | -4.2% |
| 7D | +4.8% | +4.9% | -0.1% | +2.8% |
| 30D | -31.0% | -1.4% | -29.6% | -30.2% |
| 3M | -58.7% | -18.1% | -40.6% | -53.2% |
| 6M | -67.7% | -4.0% | -63.7% | -67.2% |
| YTD | -53.5% | -1.5% | -52.1% | -50.1% |
| 1Y | -54.1% | +13.2% | -67.2% | -47.0% |
| All | -54.1% | +11.3% | -65.3% | -47.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling