+139.8%
CIFR vs PEP
-1.1%
+140.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.7% | +5.0% |
| 7D | +26.7% | +0.1% | +26.6% | +26.8% |
| 30D | +7.7% | +0.7% | +7.1% | +9.2% |
| 3M | -23.8% | -0.5% | -23.3% | -21.8% |
| 6M | +35.9% | -11.3% | +47.2% | +32.0% |
| YTD | +25.4% | -0.6% | +26.0% | +32.9% |
| 1Y | +139.8% | +1.7% | +138.1% | +161.3% |
| All | +139.8% | -1.1% | +140.9% | +161.3% |
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