-58.9%
CIFR vs PENG
+136.5%
-195.4%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.2% | -0.6% |
| 7D | +28.8% | +34.6% | -5.8% | +6.3% |
| 30D | -36.9% | -35.9% | -1.0% | -17.0% |
| 3M | -60.0% | -14.7% | -45.3% | -56.9% |
| 6M | -64.4% | +13.5% | -77.9% | -72.0% |
| YTD | -51.6% | +156.1% | -207.7% | -82.3% |
| 1Y | -58.9% | +141.3% | -200.2% | -83.7% |
| All | -58.9% | +136.5% | -195.4% | -83.7% |
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