-13.0%
CIFR vs PCAR
+118.9%
-131.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +2.4% | +6.5% | +6.9% |
| 7D | +9.4% | +2.2% | +7.2% | +7.5% |
| 30D | -45.3% | +0.3% | -45.6% | -46.0% |
| 3M | -58.7% | -17.9% | -40.8% | -51.6% |
| 6M | -64.9% | -3.4% | -61.5% | -64.7% |
| YTD | -51.8% | -0.1% | -51.7% | -53.0% |
| 1Y | -61.9% | +13.4% | -75.3% | -67.1% |
| 3Y | +138.6% | +37.2% | +101.4% | +87.1% |
| 5Y | -13.0% | +117.3% | -130.3% | -52.3% |
| All | -13.0% | +118.9% | -131.8% | -52.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling