+43.0%
CIFR vs PCOR
+44.3%
-1.3%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.6% | 0.0% | -14.6% | -14.6% |
| 7D | -31.5% | +23.7% | -55.2% | -39.0% |
| 30D | -64.2% | +39.0% | -103.2% | -69.9% |
| 3M | -70.3% | +35.8% | -106.1% | -75.3% |
| 6M | -74.9% | +38.2% | -113.1% | -79.8% |
| YTD | -62.4% | +3.9% | -66.3% | -64.9% |
| 1Y | -77.5% | +5.7% | -83.2% | -79.6% |
| All | +43.0% | +44.3% | -1.3% | -7.4% |
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 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