+51.0%
CIFR vs PENG
+115.2%
-64.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.4% | -4.3% | -1.0% |
| 7D | +16.9% | +4.5% | +12.4% | +14.5% |
| 30D | -5.2% | -7.1% | +1.9% | -2.0% |
| 3M | -30.6% | -27.3% | -3.3% | -21.8% |
| 6M | +10.6% | +169.6% | -159.0% | -34.1% |
| YTD | +20.2% | +164.6% | -144.4% | -27.7% |
| 1Y | +139.7% | +109.5% | +30.3% | +58.6% |
| 3Y | +489.4% | +98.9% | +390.4% | +251.2% |
| All | +51.0% | +115.2% | -64.2% | -18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling