+68.7%
CIFR vs PENG
+184.4%
-115.7%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +12.4% | +5.5% | +10.8% |
| 7D | -10.2% | -19.4% | +9.2% | +2.5% |
| 30D | -55.0% | -42.4% | -12.7% | -38.4% |
| 3M | -64.1% | -25.6% | -38.4% | -58.1% |
| 6M | -70.1% | +7.3% | -77.4% | -73.1% |
| YTD | -55.7% | +113.9% | -169.5% | -72.8% |
| 1Y | -69.9% | +93.6% | -163.4% | -80.5% |
| 3Y | +68.7% | +170.2% | -101.5% | -19.6% |
| All | +68.7% | +184.4% | -115.7% | -19.6% |
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