-33.9%
CIFR vs PFE
+10.9%
-44.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -1.6% | +19.6% | +18.2% |
| 7D | -10.2% | -3.7% | -6.5% | -9.8% |
| 30D | -55.0% | +5.0% | -60.0% | -55.6% |
| 3M | -64.1% | +12.2% | -76.2% | -65.1% |
| 6M | -70.1% | +14.6% | -84.7% | -71.2% |
| YTD | -55.7% | +24.1% | -79.8% | -58.4% |
| 1Y | -69.9% | +26.6% | -96.4% | -72.0% |
| 3Y | +68.7% | +14.3% | +54.4% | +56.7% |
| 5Y | -26.2% | -21.9% | -4.3% | -28.1% |
| All | -33.9% | +10.9% | -44.8% | -35.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling