-29.5%
CIFR vs PENG
+42.1%
-71.6%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +12.4% | +5.5% | +11.4% |
| 7D | -10.2% | -19.4% | +9.2% | +1.5% |
| 30D | -55.0% | -42.4% | -12.7% | -39.9% |
| 3M | -64.1% | -25.6% | -38.4% | -58.5% |
| 6M | -70.1% | +7.3% | -77.4% | -72.4% |
| YTD | -55.7% | +113.9% | -169.5% | -70.8% |
| 1Y | -69.9% | +93.6% | -163.4% | -79.1% |
| 3Y | +68.7% | +170.2% | -101.5% | -5.5% |
| All | -29.5% | +42.1% | -71.6% | -54.8% |
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