+487.4%
CIFR vs PCOR
-14.4%
+501.8%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.3% | +6.4% | +4.1% |
| 7D | +16.9% | -9.0% | +25.9% | +22.1% |
| 30D | -5.2% | +4.2% | -9.4% | -8.2% |
| 3M | -30.6% | +14.4% | -45.0% | -36.6% |
| 6M | +10.6% | +0.2% | +10.4% | +2.3% |
| YTD | +20.2% | -20.3% | +40.4% | +29.1% |
| 1Y | +139.7% | -16.1% | +155.9% | +144.7% |
| All | +487.4% | -14.4% | +501.8% | +533.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling