+87.0%
CIFR vs PEP
+18.9%
+68.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.7% | +4.5% |
| 7D | +26.7% | +0.1% | +26.6% | +26.7% |
| 30D | +7.7% | +0.7% | +7.1% | +8.0% |
| 3M | -23.8% | -0.5% | -23.3% | -23.4% |
| 6M | +35.9% | -11.3% | +47.2% | +35.8% |
| YTD | +25.4% | -0.6% | +26.0% | +25.9% |
| 1Y | +139.8% | +1.7% | +138.1% | +140.3% |
| 3Y | +515.0% | -12.5% | +527.4% | +508.4% |
| 5Y | +52.1% | +3.9% | +48.2% | +48.9% |
| All | +87.0% | +18.9% | +68.1% | +73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 10y: compounded portfolio wealth divided by compounded PEP 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…
10y analysis · Full analysis span regression · 6 months rolling