-71.1%
CIFR vs PH
+20.3%
-91.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | -3.7% | -16.3% | -16.1% |
| 7D | -26.7% | -0.2% | -26.5% | -25.7% |
| 30D | -58.0% | -6.7% | -51.3% | -54.4% |
| 3M | -68.1% | -8.1% | -60.0% | -65.1% |
| 6M | -63.7% | +5.3% | -69.0% | -64.2% |
| YTD | -56.0% | +4.2% | -60.2% | -52.6% |
| 1Y | -71.1% | +19.3% | -90.5% | -65.6% |
| All | -71.1% | +20.3% | -91.4% | -65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 1y: compounded portfolio wealth divided by compounded PH 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…
1y analysis · Full analysis span regression · 6 months rolling