-28.2%
CIFR vs PEG
+52.1%
-80.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -0.5% | +9.4% | +9.2% |
| 7D | +9.4% | +1.5% | +7.9% | +8.4% |
| 30D | -45.3% | +5.0% | -50.3% | -47.4% |
| 3M | -58.7% | -0.3% | -58.4% | -58.9% |
| 6M | -64.9% | -2.7% | -62.3% | -64.7% |
| YTD | -51.8% | -5.1% | -46.8% | -50.6% |
| 1Y | -61.9% | -8.3% | -53.7% | -60.0% |
| 3Y | +138.6% | +33.0% | +105.6% | +109.0% |
| 5Y | -13.0% | +41.3% | -54.3% | -24.0% |
| All | -28.2% | +52.1% | -80.3% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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