-64.1%
CIFR vs PFE
+13.0%
-77.1%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -1.6% | +19.6% | +14.5% |
| 7D | -10.2% | -3.7% | -6.5% | -14.5% |
| 30D | -55.0% | +5.0% | -60.0% | -50.4% |
| 3M | -64.1% | +12.2% | -76.2% | -54.1% |
| All | -64.1% | +13.0% | -77.1% | -54.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling