-31.2%
CIFR vs PH
+364.6%
-395.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.2% | -0.2% | -0.2% |
| 7D | -0.7% | +3.0% | -3.8% | -2.1% |
| 30D | -49.6% | -0.6% | -49.0% | -48.6% |
| 3M | -60.4% | -10.7% | -49.6% | -54.9% |
| 6M | -66.9% | +9.1% | -75.9% | -69.0% |
| YTD | -53.9% | +9.5% | -63.4% | -56.6% |
| 1Y | -67.1% | +14.0% | -81.1% | -70.2% |
| 3Y | +118.3% | +138.9% | -20.6% | +19.2% |
| 5Y | -26.9% | +209.1% | -236.0% | -67.3% |
| All | -31.2% | +364.6% | -395.8% | -70.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling