-58.9%
CIFR vs PEGA
-46.7%
-12.1%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | +0.7% |
| 7D | +28.8% | -4.6% | +33.4% | +28.4% |
| 30D | -36.9% | -6.8% | -30.1% | -37.2% |
| 3M | -60.0% | +2.6% | -62.5% | -60.0% |
| 6M | -64.4% | -5.4% | -59.0% | -63.6% |
| YTD | -51.6% | -46.0% | -5.5% | -41.3% |
| 1Y | -58.9% | -45.6% | -13.2% | -50.2% |
| All | -58.9% | -46.7% | -12.1% | -50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 1y: compounded portfolio wealth divided by compounded PEGA 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…
1y analysis · Full analysis span regression · 6 months rolling