-26.9%
CIFR vs PCOR
-14.6%
-12.3%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.5% | +2.5% | +3.2% |
| 7D | -0.7% | +22.2% | -22.9% | -16.3% |
| 30D | -49.6% | +36.0% | -85.7% | -60.5% |
| 3M | -60.4% | +34.0% | -94.4% | -69.6% |
| 6M | -66.9% | +43.5% | -110.4% | -77.0% |
| YTD | -53.9% | +5.1% | -59.0% | -62.7% |
| 1Y | -67.1% | -3.9% | -63.1% | -71.0% |
| 3Y | +118.3% | +52.9% | +65.3% | +29.1% |
| 5Y | -26.9% | -18.7% | -8.2% | -43.6% |
| All | -26.9% | -14.6% | -12.3% | -43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling