-34.0%
CIFR vs PH
+368.7%
-402.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -5.0% | -5.0% |
| 7D | -19.6% | +2.1% | -21.7% | -20.3% |
| 30D | -51.7% | +0.3% | -52.0% | -51.2% |
| 3M | -60.0% | -8.8% | -51.2% | -55.5% |
| 6M | -68.2% | +10.0% | -78.3% | -70.5% |
| YTD | -55.8% | +10.5% | -66.2% | -58.8% |
| 1Y | -66.8% | +15.5% | -82.3% | -70.3% |
| 3Y | +119.1% | +136.4% | -17.2% | +20.0% |
| 5Y | -25.3% | +213.6% | -238.9% | -67.0% |
| All | -34.0% | +368.7% | -402.8% | -72.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling