-28.2%
CIFR vs PDD
-7.5%
-20.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -0.5% | +9.4% | +9.0% |
| 7D | +9.4% | -3.8% | +13.2% | +10.3% |
| 30D | -45.3% | -2.4% | -42.9% | -45.3% |
| 3M | -58.7% | -12.7% | -46.0% | -57.4% |
| 6M | -64.9% | -20.0% | -44.9% | -63.4% |
| YTD | -51.8% | -30.3% | -21.5% | -47.5% |
| 1Y | -61.9% | -42.4% | -19.5% | -56.2% |
| 3Y | +138.6% | -27.5% | +166.1% | +145.6% |
| 5Y | -13.0% | -14.9% | +1.9% | -27.4% |
| All | -28.2% | -7.5% | -20.7% | -39.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling