+68.7%
CIFR vs PCAR
+31.0%
+37.7%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -2.4% | +20.3% | +20.1% |
| 7D | -10.2% | +0.1% | -10.3% | -11.6% |
| 30D | -55.0% | -4.6% | -50.5% | -53.8% |
| 3M | -64.1% | -22.6% | -41.5% | -54.6% |
| 6M | -70.1% | -12.0% | -58.2% | -67.2% |
| YTD | -55.7% | -6.1% | -49.6% | -54.9% |
| 1Y | -69.9% | +6.3% | -76.2% | -73.6% |
| 3Y | +68.7% | +31.8% | +36.9% | +64.2% |
| All | +68.7% | +31.0% | +37.7% | +64.2% |
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