-33.6%
CIFR vs PCOR
-10.3%
-23.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -0.4% | +18.3% | +18.1% |
| 7D | -10.2% | +22.7% | -32.9% | -23.8% |
| 30D | -55.0% | +37.5% | -92.5% | -64.5% |
| 3M | -64.1% | +35.2% | -99.3% | -72.2% |
| 6M | -70.1% | +42.2% | -112.4% | -78.7% |
| YTD | -55.7% | +3.6% | -59.2% | -63.3% |
| 1Y | -69.9% | -4.8% | -65.1% | -73.1% |
| 3Y | +68.7% | +48.3% | +20.3% | +8.3% |
| 5Y | -26.2% | -20.1% | -6.1% | -42.4% |
| All | -33.6% | -10.3% | -23.2% | -48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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