+138.2%
CIFR vs PFE
+19.5%
+118.6%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.3% | -4.1% |
| 7D | +4.8% | -1.7% | +6.5% | +5.0% |
| 30D | -31.0% | +0.3% | -31.3% | -31.3% |
| 3M | -58.7% | +9.4% | -68.1% | -59.8% |
| 6M | -67.7% | +14.9% | -82.6% | -69.2% |
| YTD | -53.5% | +23.8% | -77.3% | -57.4% |
| 1Y | -54.1% | +19.5% | -73.6% | -57.3% |
| 3Y | +138.2% | +21.0% | +117.2% | +93.1% |
| All | +138.2% | +19.5% | +118.6% | +93.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling