-31.2%
CIFR vs PEP
+21.8%
-53.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.4% | +3.7% | +4.2% |
| 7D | -0.7% | +1.0% | -1.8% | +0.2% |
| 30D | -49.6% | +12.6% | -62.3% | -47.4% |
| 3M | -60.4% | +3.1% | -63.5% | -59.3% |
| 6M | -66.9% | -6.3% | -60.6% | -66.1% |
| YTD | -53.9% | +1.9% | -55.7% | -52.6% |
| 1Y | -67.1% | +3.3% | -70.4% | -66.2% |
| 3Y | +118.3% | -4.8% | +123.1% | +119.7% |
| 5Y | -26.9% | +2.0% | -28.9% | -26.1% |
| All | -31.2% | +21.8% | -53.0% | -34.9% |
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