-54.1%
CIFR vs PENG
+130.4%
-184.4%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.5% | +1.4% | -0.5% |
| 7D | +4.8% | +13.2% | -8.4% | -3.5% |
| 30D | -31.0% | -29.9% | -1.1% | -14.1% |
| 3M | -58.7% | -22.2% | -36.5% | -52.7% |
| 6M | -67.7% | -1.9% | -65.8% | -71.4% |
| YTD | -53.5% | +142.1% | -195.6% | -81.5% |
| 1Y | -54.1% | +151.5% | -205.6% | -82.2% |
| All | -54.1% | +130.4% | -184.4% | -82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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