-61.9%
CIFR vs PEP
+4.5%
-66.4%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +0.2% | +8.7% | +9.2% |
| 7D | +9.4% | +1.1% | +8.3% | +11.5% |
| 30D | -45.3% | +13.6% | -58.9% | -32.7% |
| 3M | -58.7% | +5.1% | -63.8% | -53.1% |
| 6M | -64.9% | -1.6% | -63.3% | -60.7% |
| YTD | -51.8% | +3.3% | -55.2% | -44.6% |
| 1Y | -61.9% | +3.2% | -65.2% | -57.0% |
| All | -61.9% | +4.5% | -66.4% | -57.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling