+87.0%
CIFR vs PG
+16.5%
+70.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +4.9% | +4.2% |
| 7D | +26.7% | -0.4% | +27.1% | +26.6% |
| 30D | +7.7% | -0.1% | +7.9% | +7.9% |
| 3M | -23.8% | +1.1% | -24.9% | -23.2% |
| 6M | +35.9% | -3.8% | +39.7% | +35.6% |
| YTD | +25.4% | +3.8% | +21.6% | +27.1% |
| 1Y | +139.8% | -5.8% | +145.5% | +141.4% |
| 3Y | +515.0% | +3.0% | +511.9% | +510.1% |
| 5Y | +52.1% | +14.5% | +37.6% | +48.9% |
| All | +87.0% | +16.5% | +70.5% | +78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PG.
Daily Out/Under-Performance
Portfolio return minus PG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PG 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 PG 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