+79.2%
CIFR vs PEP
+18.2%
+61.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.0% |
| 7D | +16.9% | -1.4% | +18.3% | +16.6% |
| 30D | -5.2% | +0.2% | -5.4% | -5.0% |
| 3M | -30.6% | -1.1% | -29.5% | -30.3% |
| 6M | +10.6% | -13.5% | +24.1% | +10.2% |
| YTD | +20.2% | -1.2% | +21.4% | +20.5% |
| 1Y | +139.7% | -1.6% | +141.3% | +140.1% |
| 3Y | +489.4% | -12.5% | +501.9% | +482.0% |
| 5Y | +54.4% | +3.0% | +51.4% | +50.9% |
| All | +79.2% | +18.2% | +61.0% | +65.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling