-43.9%
CIFR vs PENG
+195.5%
-239.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.6% | -23.0% | +8.4% | -3.8% |
| 7D | -31.5% | -36.7% | +5.2% | -14.6% |
| 30D | -64.2% | -42.0% | -22.2% | -53.9% |
| 3M | -70.3% | -33.2% | -37.1% | -64.4% |
| 6M | -74.9% | +2.1% | -77.0% | -75.8% |
| YTD | -62.4% | +90.3% | -152.7% | -72.0% |
| 1Y | -77.5% | +67.7% | -145.2% | -82.4% |
| 3Y | +35.4% | +154.2% | -118.9% | -12.2% |
| 5Y | -37.4% | +28.3% | -65.7% | -56.0% |
| All | -43.9% | +195.5% | -239.5% | -62.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling