-28.2%
CIFR vs PEP
+23.6%
-51.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +0.2% | +8.7% | +9.0% |
| 7D | +9.4% | +1.1% | +8.3% | +9.9% |
| 30D | -45.3% | +13.6% | -58.9% | -42.6% |
| 3M | -58.7% | +5.1% | -63.8% | -57.3% |
| 6M | -64.9% | -1.6% | -63.3% | -63.9% |
| YTD | -51.8% | +3.3% | -55.2% | -50.3% |
| 1Y | -61.9% | +3.2% | -65.2% | -60.7% |
| 3Y | +138.6% | -3.9% | +142.5% | +141.7% |
| 5Y | -13.0% | +4.0% | -17.0% | -11.7% |
| All | -28.2% | +23.6% | -51.8% | -31.6% |
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