+487.4%
CIFR vs PDD
-17.2%
+504.7%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +1.9% |
| 7D | +16.9% | -4.1% | +21.0% | +18.5% |
| 30D | -5.2% | -9.6% | +4.4% | -2.2% |
| 3M | -30.6% | -4.3% | -26.3% | -30.1% |
| 6M | +10.6% | -18.8% | +29.4% | +17.3% |
| YTD | +20.2% | -27.5% | +47.7% | +32.7% |
| 1Y | +139.7% | -33.6% | +173.4% | +173.4% |
| All | +487.4% | -17.2% | +504.7% | +438.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 PDD 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