+487.4%
CIFR vs PCAR
+66.6%
+420.9%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +2.0% | +2.0% |
| 7D | +16.9% | -0.5% | +17.5% | +17.8% |
| 30D | -5.2% | -6.2% | +1.0% | +1.8% |
| 3M | -30.6% | +5.9% | -36.5% | -35.1% |
| 6M | +10.6% | +0.4% | +10.2% | +9.9% |
| YTD | +20.2% | +14.8% | +5.4% | +1.8% |
| 1Y | +139.7% | +30.1% | +109.6% | +71.4% |
| All | +487.4% | +66.6% | +420.9% | +196.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling