+43.0%
CIFR vs PENG
+153.0%
-110.0%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.6% | -23.0% | +8.4% | -1.5% |
| 7D | -31.5% | -36.7% | +5.2% | -10.8% |
| 30D | -64.2% | -42.0% | -22.2% | -51.6% |
| 3M | -70.3% | -33.2% | -37.1% | -63.4% |
| 6M | -74.9% | +2.1% | -77.0% | -76.9% |
| YTD | -62.4% | +90.3% | -152.7% | -75.4% |
| 1Y | -77.5% | +67.7% | -145.2% | -84.3% |
| All | +43.0% | +153.0% | -110.0% | -27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling