+87.0%
CIFR vs PFE
+4.9%
+82.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.3% | +6.7% | +4.8% |
| 7D | +26.7% | -2.7% | +29.4% | +27.3% |
| 30D | +7.7% | +3.8% | +3.9% | +6.7% |
| 3M | -23.8% | +10.4% | -34.2% | -25.9% |
| 6M | +35.9% | +6.3% | +29.6% | +33.2% |
| YTD | +25.4% | +17.4% | +8.0% | +19.3% |
| 1Y | +139.8% | +21.1% | +118.6% | +124.4% |
| 3Y | +515.0% | -1.6% | +516.5% | +486.3% |
| 5Y | +52.1% | -22.2% | +74.2% | +48.8% |
| All | +87.0% | +4.9% | +82.1% | +84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFE.
Daily Out/Under-Performance
Portfolio return minus PFE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFE 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 PFE 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