+80.1%
CIFR vs PCOR
-30.9%
+111.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.3% | +6.4% | +4.8% |
| 7D | +16.9% | -9.0% | +25.9% | +24.0% |
| 30D | -5.2% | +4.2% | -9.4% | -9.2% |
| 3M | -30.6% | +14.4% | -45.0% | -39.2% |
| 6M | +10.6% | +0.2% | +10.4% | -1.8% |
| YTD | +20.2% | -20.3% | +40.4% | +23.0% |
| 1Y | +139.7% | -16.1% | +155.9% | +133.4% |
| 3Y | +489.4% | -14.7% | +504.1% | +464.3% |
| 5Y | +54.4% | -43.2% | +97.6% | +46.5% |
| All | +80.1% | -30.9% | +111.0% | +73.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling